-33.9%
SWKS vs QS
-53.6%
+19.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.1% |
| 7D | -2.7% | +13.7% | -16.4% | -4.0% |
| 30D | +8.5% | -0.2% | +8.7% | +8.3% |
| 3M | +17.3% | -24.8% | +42.1% | +20.1% |
| 6M | +25.1% | -39.4% | +64.5% | +30.1% |
| YTD | +33.3% | -56.1% | +89.5% | +41.9% |
| 1Y | +22.9% | -72.5% | +95.4% | +36.1% |
| 3Y | +5.5% | -16.3% | +21.8% | -0.9% |
| 5Y | -41.9% | -87.6% | +45.7% | -42.8% |
| All | -33.9% | -53.6% | +19.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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