+192.7%
SW vs QSR
+218.5%
-25.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +2.4% | -7.5% | -5.4% |
| 30D | -4.6% | +7.6% | -12.2% | -5.5% |
| 3M | +9.4% | +12.6% | -3.2% | +7.7% |
| 6M | +3.5% | +14.4% | -10.9% | +1.6% |
| YTD | +22.0% | +19.6% | +2.4% | +19.0% |
| 1Y | +2.2% | +33.9% | -31.7% | -1.7% |
| 3Y | +19.6% | +27.1% | -7.5% | +15.5% |
| 5Y | -2.3% | +48.5% | -50.9% | -7.5% |
| 10Y | +181.4% | +126.2% | +55.2% | +157.3% |
| All | +192.7% | +218.5% | -25.8% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling