+48.8%
SWKS vs QSR
+211.4%
-162.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -6.2% | +7.3% | -13.4% | -9.3% |
| 30D | -1.5% | +11.9% | -13.4% | -6.7% |
| 3M | +23.0% | +7.5% | +15.5% | +17.6% |
| 6M | +27.6% | +2.5% | +25.1% | +23.9% |
| YTD | +32.3% | +17.0% | +15.4% | +20.8% |
| 1Y | +20.1% | +18.1% | +2.0% | +9.1% |
| 3Y | +0.6% | +28.6% | -28.0% | -13.6% |
| 5Y | -42.3% | +55.8% | -98.1% | -54.9% |
| 10Y | +35.9% | +140.5% | -104.6% | -18.9% |
| All | +48.8% | +211.4% | -162.6% | -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 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