+23.8%
SWKS vs QSR
+17.8%
+6.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.7% | +3.9% | -6.6% | -3.0% |
| 30D | +8.5% | +9.3% | -0.8% | +7.4% |
| 3M | +17.3% | +5.9% | +11.4% | +14.5% |
| 6M | +25.1% | -1.0% | +26.1% | +27.3% |
| YTD | +33.3% | +16.7% | +16.6% | +24.6% |
| All | +23.8% | +17.8% | +6.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling