+153.5%
QQQM vs SWKS
-45.3%
+198.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.0% |
| 7D | +0.4% | +12.5% | -12.1% | -3.8% |
| 30D | +0.2% | +10.5% | -10.3% | -3.4% |
| 3M | -2.8% | -7.4% | +4.6% | -0.9% |
| 6M | +18.1% | +32.7% | -14.6% | +3.9% |
| YTD | +17.4% | +19.2% | -1.8% | +6.6% |
| 1Y | +25.7% | +2.4% | +23.3% | +20.3% |
| 3Y | +94.1% | -25.6% | +119.7% | +98.2% |
| 5Y | +94.9% | -53.4% | +148.3% | +128.5% |
| All | +153.5% | -45.3% | +198.8% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling