+11.5%
SWKS vs QSR
+21.7%
-10.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.4% | -2.9% | +12.4% | +10.4% |
| 30D | +17.0% | +4.1% | +12.8% | +15.1% |
| 3M | +28.9% | -0.7% | +29.6% | +27.9% |
| 6M | +33.1% | +0.4% | +32.7% | +31.0% |
| YTD | +44.8% | +13.5% | +31.3% | +35.0% |
| 1Y | +36.2% | +11.0% | +25.2% | +28.2% |
| 3Y | +11.5% | +22.0% | -10.5% | +3.1% |
| All | +11.5% | +21.7% | -10.2% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling