+26.5%
SW vs QSR
+14.6%
+11.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +7.2% | +7.8% | -0.6% | +5.1% |
| 3M | -10.5% | +5.5% | -15.9% | -11.7% |
| 6M | +9.9% | -0.2% | +10.1% | +9.6% |
| YTD | +17.2% | +15.4% | +1.8% | +7.8% |
| 1Y | +26.5% | +15.3% | +11.2% | +16.0% |
| All | +26.5% | +14.6% | +11.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling