+49.3%
SW vs QS
-33.2%
+82.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -0.9% |
| 7D | +4.7% | -2.1% | +6.8% | +4.8% |
| 30D | +5.0% | -11.6% | +16.6% | +6.0% |
| 3M | -7.3% | -25.5% | +18.2% | -5.2% |
| 6M | +15.0% | -43.4% | +58.4% | +19.6% |
| YTD | +18.5% | -60.6% | +79.1% | +25.7% |
| 1Y | +27.1% | -75.9% | +103.1% | +39.3% |
| All | +49.3% | -33.2% | +82.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling