-100.0%
SQQQ vs SWK
+234.0%
-334.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +0.3% |
| 7D | +1.9% | +11.3% | -9.4% | +15.3% |
| 30D | +32.2% | +31.5% | +0.7% | +77.6% |
| 3M | +17.1% | +14.4% | +2.7% | +36.1% |
| 6M | +5.4% | +46.4% | -41.0% | +66.2% |
| YTD | -33.9% | +61.6% | -95.5% | +19.3% |
| 1Y | -31.3% | +78.7% | -110.1% | +39.7% |
| 3Y | -87.6% | +54.4% | -142.0% | -72.3% |
| 5Y | -93.3% | -25.3% | -67.9% | -90.8% |
| 10Y | -100.0% | +22.4% | -122.3% | -99.8% |
| All | -100.0% | +234.0% | -334.0% | -100.0% |
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