+1,351.8%
QLD vs SWKS
+33.1%
+1,318.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.7% |
| 7D | -10.3% | -6.2% | -4.1% | -5.8% |
| 30D | -26.1% | -1.5% | -24.6% | -25.5% |
| 3M | -17.8% | +23.0% | -40.7% | -32.9% |
| 6M | -15.6% | +27.6% | -43.2% | -34.9% |
| YTD | +5.4% | +32.3% | -26.9% | -24.6% |
| 1Y | +5.2% | +20.1% | -14.9% | -18.7% |
| 3Y | +139.4% | +0.6% | +138.8% | +88.8% |
| 5Y | +66.7% | -42.3% | +109.0% | +121.1% |
| All | +1,351.8% | +33.1% | +1,318.7% | +972.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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