+182.3%
SW vs QSR
+136.7%
+45.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -2.2% |
| 30D | +7.2% | +7.8% | -0.6% | +5.8% |
| 3M | -10.5% | +5.5% | -15.9% | -11.3% |
| 6M | +9.9% | -0.2% | +10.1% | +9.8% |
| YTD | +17.2% | +15.4% | +1.8% | +14.0% |
| 1Y | +26.5% | +15.3% | +11.2% | +23.1% |
| 3Y | +47.7% | +23.7% | +23.9% | +41.6% |
| 5Y | +0.2% | +60.4% | -60.2% | -7.6% |
| 10Y | +182.3% | +142.2% | +40.1% | +141.9% |
| All | +182.3% | +136.7% | +45.6% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling