-34.0%
SWKS vs QS
-54.8%
+20.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -3.1% | +8.0% | -11.2% | -3.9% |
| 30D | +8.3% | -2.8% | +11.2% | +8.4% |
| 3M | +20.2% | -28.1% | +48.3% | +23.6% |
| 6M | +24.9% | -41.0% | +65.9% | +30.3% |
| YTD | +33.2% | -57.3% | +90.4% | +42.1% |
| 1Y | +23.6% | -72.7% | +96.2% | +37.0% |
| 3Y | +1.3% | -18.6% | +19.9% | -4.6% |
| 5Y | -40.6% | -87.0% | +46.4% | -41.4% |
| All | -34.0% | -54.8% | +20.8% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling