+51.6%
SW vs QS
-28.0%
+79.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.4% | +3.4% |
| 7D | +12.1% | +4.5% | +7.6% | +11.6% |
| 30D | +6.6% | -4.1% | +10.7% | +6.8% |
| 3M | -6.0% | -22.1% | +16.1% | -4.2% |
| 6M | +21.5% | -38.4% | +59.9% | +25.5% |
| YTD | +20.3% | -57.5% | +77.8% | +26.8% |
| 1Y | +28.1% | -71.3% | +99.5% | +38.5% |
| All | +51.6% | -28.0% | +79.5% | +41.7% |
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