-99.1%
QID vs SWK
+21.9%
-120.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -5.1% |
| 7D | -1.1% | -2.3% | +1.2% | -2.3% |
| 30D | +14.4% | +30.4% | -16.0% | +36.8% |
| 3M | +6.7% | +12.1% | -5.5% | +15.7% |
| 6M | +2.6% | +49.1% | -46.5% | +37.4% |
| YTD | -24.2% | +60.4% | -84.6% | +8.9% |
| 1Y | -22.3% | +78.3% | -100.6% | +20.7% |
| 3Y | -72.0% | +53.3% | -125.4% | -54.5% |
| 5Y | -78.2% | -27.0% | -51.2% | -74.9% |
| 10Y | -99.1% | +20.8% | -119.9% | -97.7% |
| All | -99.1% | +21.9% | -120.9% | -97.7% |
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