+32.1%
SWKS vs QID
-99.0%
+131.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | -0.3% |
| 7D | -6.2% | +9.4% | -15.6% | -0.6% |
| 30D | -1.5% | +31.2% | -32.7% | +16.9% |
| 3M | +23.0% | +17.4% | +5.5% | +36.9% |
| 6M | +27.6% | +8.4% | +19.2% | +40.2% |
| YTD | +32.3% | -15.8% | +48.1% | +26.0% |
| 1Y | +20.1% | -16.3% | +36.5% | +14.6% |
| 3Y | +0.6% | -70.4% | +71.0% | -40.1% |
| 5Y | -42.3% | -74.8% | +32.5% | -59.3% |
| All | +32.1% | -99.0% | +131.1% | -81.3% |
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