+176.1%
QLD vs SWKS
-25.5%
+201.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.4% |
| 7D | +0.6% | +12.5% | -11.9% | -5.5% |
| 30D | -0.1% | +10.5% | -10.6% | -5.4% |
| 3M | -8.4% | -7.4% | -1.0% | -5.1% |
| 6M | +32.2% | +32.7% | -0.5% | +10.7% |
| YTD | +28.9% | +19.2% | +9.7% | +13.1% |
| 1Y | +43.8% | +2.4% | +41.4% | +36.9% |
| All | +176.1% | -25.5% | +201.5% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling