+31.0%
SWKS vs QSR
+122.5%
-91.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +3.0% |
| 7D | +11.8% | +0.1% | +11.8% | +11.7% |
| 30D | +6.7% | +5.9% | +0.8% | +3.6% |
| 3M | 0.0% | +10.5% | -10.5% | -5.3% |
| 6M | +38.7% | +7.7% | +31.0% | +32.9% |
| YTD | +21.4% | +16.8% | +4.6% | +11.7% |
| 1Y | +2.9% | +30.9% | -28.0% | -10.8% |
| 3Y | -16.4% | +28.2% | -44.6% | -27.9% |
| 5Y | -51.2% | +45.0% | -96.1% | -60.7% |
| 10Y | +31.0% | +127.3% | -96.3% | -19.7% |
| All | +31.0% | +122.5% | -91.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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