+19.6%
SW vs QSR
+26.9%
-7.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +2.4% | -7.5% | -5.8% |
| 30D | -4.6% | +7.6% | -12.2% | -6.7% |
| 3M | +9.4% | +12.6% | -3.2% | +5.5% |
| 6M | +3.5% | +14.4% | -10.9% | -1.5% |
| YTD | +22.0% | +19.6% | +2.4% | +14.1% |
| 1Y | +2.2% | +33.9% | -31.7% | -8.3% |
| All | +19.6% | +26.9% | -7.3% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling