+1,426.4%
QQQ vs SWKS
+1,066.9%
+359.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -5.0% | -6.2% | +1.2% | -3.4% |
| 30D | -13.4% | -1.5% | -11.9% | -13.2% |
| 3M | -8.1% | +23.0% | -31.1% | -13.9% |
| 6M | -5.5% | +27.6% | -33.1% | -13.1% |
| YTD | +7.2% | +32.3% | -25.1% | -3.5% |
| 1Y | +7.8% | +20.1% | -12.4% | -0.5% |
| 3Y | +80.7% | +0.6% | +80.1% | +68.5% |
| 5Y | +69.6% | -42.3% | +111.9% | +81.3% |
| 10Y | +517.8% | +35.9% | +481.8% | +414.5% |
| All | +1,426.4% | +1,066.9% | +359.5% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling