+1,570.9%
QQQ vs SWK
+712.5%
+858.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +0.2% | -5.7% | +6.0% | +2.5% |
| 3M | -2.8% | +24.1% | -26.9% | -11.2% |
| 6M | +18.0% | +24.7% | -6.7% | +6.8% |
| YTD | +17.3% | +33.9% | -16.6% | +2.5% |
| 1Y | +25.6% | +34.7% | -9.1% | +8.6% |
| 3Y | +93.7% | +15.3% | +78.5% | +69.2% |
| 5Y | +94.2% | -39.3% | +133.4% | +112.9% |
| 10Y | +557.9% | +2.5% | +555.4% | +425.2% |
| All | +1,570.9% | +712.5% | +858.4% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling