+184.3%
SW vs QSR
+214.9%
-30.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +7.6% | -2.9% | +3.7% |
| 30D | +5.0% | +11.8% | -6.8% | +3.5% |
| 3M | -7.3% | +6.4% | -13.7% | -8.1% |
| 6M | +15.0% | -2.1% | +17.1% | +15.1% |
| YTD | +18.5% | +18.3% | +0.3% | +15.7% |
| 1Y | +27.1% | +21.4% | +5.7% | +23.7% |
| 3Y | +49.3% | +28.5% | +20.8% | +44.1% |
| 5Y | -1.6% | +57.5% | -59.1% | -7.2% |
| 10Y | +185.4% | +143.2% | +42.2% | +162.1% |
| All | +184.3% | +214.9% | -30.6% | +172.5% |
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 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