+50.8%
SWKS vs QID
-99.0%
+149.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +1.5% |
| 7D | +9.4% | -7.1% | +16.6% | +5.0% |
| 30D | +17.0% | +12.6% | +4.3% | +26.9% |
| 3M | +28.9% | +14.2% | +14.7% | +41.5% |
| 6M | +33.1% | +6.2% | +27.0% | +44.6% |
| YTD | +44.8% | -21.8% | +66.6% | +32.2% |
| 1Y | +36.2% | -23.1% | +59.3% | +23.7% |
| 3Y | +11.5% | -71.3% | +82.8% | -34.8% |
| 5Y | -37.1% | -77.0% | +39.9% | -57.9% |
| All | +50.8% | -99.0% | +149.9% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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