-100.0%
SQQQ vs SWKS
+35.1%
-135.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.6% |
| 7D | +1.9% | -3.1% | +5.0% | -1.2% |
| 30D | +32.2% | +8.3% | +23.9% | +45.4% |
| 3M | +17.1% | +20.2% | -3.1% | +45.5% |
| 6M | +5.4% | +24.9% | -19.5% | +46.8% |
| YTD | -33.9% | +33.2% | -67.1% | +0.2% |
| 1Y | -31.3% | +23.6% | -54.9% | -3.8% |
| 3Y | -87.6% | +1.3% | -88.9% | -80.4% |
| 5Y | -93.3% | -40.6% | -52.7% | -90.4% |
| All | -100.0% | +35.1% | -135.1% | -99.6% |
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