-100.0%
SQQQ vs SWK
+176.8%
-276.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | +0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -1.3% |
| 30D | -0.3% | -5.7% | +5.4% | -6.1% |
| 3M | +2.7% | +24.1% | -21.3% | +34.5% |
| 6M | -43.8% | +24.7% | -68.5% | -23.9% |
| YTD | -42.9% | +33.9% | -76.9% | -16.1% |
| 1Y | -53.5% | +34.7% | -88.2% | -29.9% |
| 3Y | -89.4% | +15.3% | -104.7% | -82.7% |
| 5Y | -94.7% | -39.3% | -55.4% | -94.2% |
| 10Y | -100.0% | +2.5% | -102.4% | -99.8% |
| All | -100.0% | +176.8% | -276.8% | -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