+133.5%
QLD vs SWKS
-1.9%
+135.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.1% | -10.7% | -11.8% |
| 7D | -18.6% | -9.2% | -9.4% | -14.8% |
| 30D | -28.3% | -1.9% | -26.4% | -27.7% |
| 3M | -20.4% | +21.2% | -41.6% | -29.3% |
| 6M | -14.3% | +12.9% | -27.2% | -22.4% |
| YTD | +2.8% | +30.7% | -28.0% | -15.5% |
| 1Y | -1.2% | +14.1% | -15.4% | -12.1% |
| All | +133.5% | -1.9% | +135.4% | +94.0% |
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