-99.0%
QID vs SWK
+32.9%
-131.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.8% | -9.7% | -5.0% |
| 7D | -0.8% | +10.7% | -11.4% | +6.6% |
| 30D | +20.1% | +33.3% | -13.3% | +45.6% |
| 3M | +11.8% | +14.7% | -2.8% | +23.1% |
| 6M | +5.5% | +48.5% | -43.0% | +40.9% |
| YTD | -21.5% | +63.9% | -85.4% | +14.2% |
| 1Y | -22.6% | +80.4% | -103.0% | +20.9% |
| 3Y | -72.3% | +58.1% | -130.4% | -54.0% |
| 5Y | -76.9% | -24.5% | -52.4% | -72.8% |
| 10Y | -99.0% | +29.5% | -128.5% | -97.6% |
| All | -99.0% | +32.9% | -131.9% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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