+86.7%
QLD vs SWKS
-44.6%
+131.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.8% |
| 7D | -9.4% | -4.9% | -4.4% | -6.4% |
| 30D | -17.1% | -1.2% | -15.9% | -16.8% |
| 3M | -10.4% | +24.2% | -34.6% | -26.0% |
| 6M | +0.7% | +21.5% | -20.7% | -18.5% |
| YTD | +17.7% | +33.5% | -15.7% | -13.8% |
| 1Y | +14.7% | +18.9% | -4.2% | -8.1% |
| 3Y | +169.6% | +0.4% | +169.3% | +111.4% |
| 5Y | +86.7% | -44.3% | +130.9% | +164.6% |
| All | +86.7% | -44.6% | +131.2% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling