+153.5%
QQQM vs SWK
-33.3%
+186.8%
-35.0%
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% | -0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +0.2% | -5.7% | +6.0% | +1.9% |
| 3M | -2.8% | +24.1% | -26.9% | -9.1% |
| 6M | +18.1% | +24.7% | -6.6% | +9.8% |
| YTD | +17.4% | +33.9% | -16.6% | +6.3% |
| 1Y | +25.7% | +34.7% | -9.0% | +13.0% |
| 3Y | +94.1% | +15.3% | +78.8% | +75.1% |
| 5Y | +94.9% | -39.3% | +134.1% | +104.0% |
| All | +153.5% | -33.3% | +186.8% | +155.7% |
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