+138.2%
QQQM vs SWK
-19.6%
+157.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.5% | +11.3% | -12.8% | -4.7% |
| 30D | -10.2% | +31.5% | -41.7% | -17.3% |
| 3M | -6.3% | +14.4% | -20.7% | -10.3% |
| 6M | -4.9% | +46.4% | -51.3% | -15.6% |
| YTD | +10.3% | +61.6% | -51.3% | -5.8% |
| 1Y | +8.8% | +78.7% | -69.9% | -10.0% |
| 3Y | +81.8% | +54.4% | +27.4% | +49.4% |
| 5Y | +79.1% | -25.3% | +104.4% | +76.4% |
| All | +138.2% | -19.6% | +157.7% | +126.6% |
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