-37.0%
SWKS vs QS
-90.0%
+53.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.8% | +10.6% | +4.0% |
| 7D | +10.9% | -5.6% | +16.5% | +11.7% |
| 30D | +17.6% | -5.8% | +23.4% | +18.2% |
| 3M | +29.2% | -39.2% | +68.4% | +39.4% |
| 6M | +37.0% | -53.9% | +90.9% | +53.4% |
| YTD | +44.9% | -62.8% | +107.7% | +66.2% |
| 1Y | +33.8% | -73.5% | +107.3% | +62.0% |
| 3Y | +10.2% | -29.1% | +39.3% | -5.8% |
| 5Y | -37.0% | -90.0% | +53.0% | -28.4% |
| All | -37.0% | -90.0% | +53.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling