+95.0%
QQQM vs SWK
-38.5%
+133.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -0.7% | -8.9% | +8.3% | +2.1% |
| 3M | +0.4% | +20.5% | -20.1% | -5.3% |
| 6M | +20.1% | +27.1% | -7.0% | +10.8% |
| YTD | +17.2% | +30.2% | -12.9% | +6.9% |
| 1Y | +24.7% | +24.8% | 0.0% | +14.7% |
| 3Y | +96.6% | +16.3% | +80.3% | +75.9% |
| 5Y | +95.0% | -40.1% | +135.2% | +109.7% |
| All | +95.0% | -38.5% | +133.5% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling