+77.5%
QQQM vs SWK
-23.3%
+100.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.6% |
| 7D | -0.3% | +10.7% | -11.0% | -3.4% |
| 30D | -9.7% | +33.3% | -43.0% | -17.2% |
| 3M | -6.0% | +14.7% | -20.7% | -10.1% |
| 6M | -4.3% | +48.5% | -52.8% | -15.5% |
| YTD | +10.9% | +63.9% | -53.0% | -5.8% |
| 1Y | +11.9% | +80.4% | -68.5% | -8.0% |
| 3Y | +86.9% | +58.1% | +28.7% | +51.6% |
| 5Y | +77.5% | -24.5% | +102.0% | +78.1% |
| All | +77.5% | -23.3% | +100.8% | +78.1% |
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