+167.6%
QLD vs SWKS
+0.2%
+167.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.2% |
| 7D | -9.4% | -4.9% | -4.4% | -7.3% |
| 30D | -17.1% | -1.2% | -15.9% | -16.8% |
| 3M | -10.4% | +24.2% | -34.6% | -21.4% |
| 6M | +0.7% | +21.5% | -20.7% | -12.3% |
| YTD | +17.7% | +33.5% | -15.7% | -4.2% |
| 1Y | +14.7% | +18.9% | -4.2% | -0.3% |
| All | +167.6% | +0.2% | +167.4% | +119.9% |
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