-34.4%
SWKS vs QS
-56.5%
+22.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.8% |
| 7D | -6.2% | +5.4% | -11.6% | -6.7% |
| 30D | -1.5% | -5.3% | +3.8% | -1.1% |
| 3M | +23.0% | -22.6% | +45.6% | +25.6% |
| 6M | +27.6% | -46.2% | +73.8% | +34.2% |
| YTD | +32.3% | -58.9% | +91.2% | +41.7% |
| 1Y | +20.1% | -73.1% | +93.2% | +33.4% |
| 3Y | +0.6% | -27.2% | +27.9% | -4.3% |
| 5Y | -42.3% | -86.2% | +43.9% | -42.9% |
| All | -34.4% | -56.5% | +22.1% | -24.5% |
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