+1,315.8%
QLD vs SWKS
+31.5%
+1,284.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.1% | -10.7% | -11.2% |
| 7D | -18.6% | -9.2% | -9.4% | -12.4% |
| 30D | -28.3% | -1.9% | -26.4% | -27.5% |
| 3M | -20.4% | +21.2% | -41.6% | -34.4% |
| 6M | -14.3% | +12.9% | -27.2% | -28.1% |
| YTD | +2.8% | +30.7% | -28.0% | -25.8% |
| 1Y | -1.2% | +14.1% | -15.4% | -20.4% |
| 3Y | +135.3% | -1.7% | +137.0% | +89.2% |
| 5Y | +62.6% | -43.0% | +105.6% | +117.5% |
| All | +1,315.8% | +31.5% | +1,284.3% | +954.7% |
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