+542.4%
QQQ vs SWK
+17.8%
+524.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | +6.4% | -2.0% | +8.3% | +7.0% |
| 30D | -7.5% | +24.6% | -32.0% | -14.3% |
| 3M | -4.8% | +10.8% | -15.6% | -8.5% |
| 6M | -2.5% | +46.1% | -48.6% | -14.9% |
| YTD | +12.4% | +56.8% | -44.4% | -5.2% |
| 1Y | +11.3% | +72.7% | -61.4% | -9.4% |
| 3Y | +85.0% | +49.9% | +35.1% | +50.3% |
| 5Y | +79.6% | -30.9% | +110.5% | +87.5% |
| All | +542.4% | +17.8% | +524.6% | +411.5% |
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