+143.6%
QQQM vs SWKS
-35.2%
+178.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.0% | -3.7% | +0.3% |
| 7D | -0.2% | +5.7% | -5.9% | -2.0% |
| 30D | -7.5% | +17.3% | -24.8% | -12.3% |
| 3M | -3.8% | +28.3% | -32.1% | -13.0% |
| 6M | -3.0% | +26.1% | -29.1% | -13.0% |
| YTD | +12.8% | +41.1% | -28.3% | -4.6% |
| 1Y | +11.6% | +31.4% | -19.8% | -3.0% |
| 3Y | +85.9% | +7.3% | +78.6% | +61.4% |
| 5Y | +82.7% | -37.7% | +120.4% | +91.9% |
| All | +143.6% | -35.2% | +178.8% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling