-99.1%
QID vs SWK
+18.1%
-117.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.8% |
| 7D | -7.1% | -1.4% | -5.8% | -7.9% |
| 30D | +12.6% | +25.5% | -12.8% | +31.3% |
| 3M | +14.2% | +11.8% | +2.5% | +23.8% |
| 6M | +6.2% | +48.7% | -42.5% | +42.1% |
| YTD | -21.8% | +57.2% | -79.0% | +10.9% |
| 1Y | -23.1% | +75.3% | -98.4% | +18.0% |
| 3Y | -71.3% | +51.9% | -123.3% | -53.6% |
| 5Y | -77.0% | -30.7% | -46.2% | -74.5% |
| All | -99.1% | +18.1% | -117.2% | -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