-100.0%
SQQQ vs SWK
+32.9%
-132.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.8% | -13.1% | -7.6% |
| 7D | -1.7% | +10.7% | -12.4% | +9.4% |
| 30D | +29.9% | +33.3% | -3.5% | +72.5% |
| 3M | +16.0% | +14.7% | +1.4% | +33.5% |
| 6M | +3.6% | +48.5% | -44.9% | +59.6% |
| YTD | -35.1% | +63.9% | -99.0% | +13.6% |
| 1Y | -37.0% | +80.4% | -117.4% | +22.5% |
| 3Y | -88.7% | +58.1% | -146.8% | -75.0% |
| 5Y | -93.1% | -24.5% | -68.6% | -90.2% |
| 10Y | -100.0% | +29.5% | -129.4% | -99.8% |
| All | -100.0% | +32.9% | -132.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling