+503.4%
QQQ vs SWK
+29.6%
+473.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -5.0% | +11.0% | -16.0% | -8.4% |
| 30D | -13.4% | +30.1% | -43.5% | -21.0% |
| 3M | -8.1% | +14.7% | -22.8% | -12.7% |
| 6M | -5.5% | +44.5% | -50.0% | -17.2% |
| YTD | +7.2% | +59.4% | -52.2% | -10.1% |
| 1Y | +7.8% | +77.5% | -69.8% | -13.1% |
| 3Y | +80.7% | +49.5% | +31.3% | +47.3% |
| 5Y | +69.6% | -24.9% | +94.5% | +71.6% |
| All | +503.4% | +29.6% | +473.9% | +391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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