+179.5%
SW vs QSR
+137.8%
+41.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -3.0% | -3.9% | +0.9% | -2.3% |
| 30D | +4.2% | +5.9% | -1.7% | +3.1% |
| 3M | -11.5% | +1.7% | -13.2% | -11.8% |
| 6M | +8.6% | -1.9% | +10.5% | +8.8% |
| YTD | +15.0% | +13.6% | +1.3% | +12.1% |
| 1Y | +25.7% | +13.1% | +12.5% | +22.7% |
| 3Y | +44.8% | +21.8% | +23.0% | +39.2% |
| 5Y | -1.7% | +57.2% | -58.9% | -9.1% |
| All | +179.5% | +137.8% | +41.7% | +143.5% |
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