+49.8%
SWKS vs QSR
+211.2%
-161.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +4.5% | -7.6% | -5.2% |
| 30D | +8.3% | +9.4% | -1.1% | +3.7% |
| 3M | +20.2% | +7.5% | +12.7% | +15.0% |
| 6M | +24.9% | -0.8% | +25.8% | +23.3% |
| YTD | +33.2% | +16.9% | +16.3% | +21.6% |
| 1Y | +23.6% | +16.3% | +7.3% | +13.1% |
| 3Y | +1.3% | +25.3% | -24.0% | -11.9% |
| 5Y | -40.6% | +60.4% | -101.0% | -54.2% |
| 10Y | +35.3% | +139.2% | -104.0% | -19.2% |
| All | +49.8% | +211.2% | -161.4% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling