-77.0%
QID vs SWK
-30.7%
-46.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.7% |
| 7D | -7.1% | -1.4% | -5.8% | -7.8% |
| 30D | +12.6% | +25.5% | -12.8% | +29.2% |
| 3M | +14.2% | +11.8% | +2.5% | +22.7% |
| 6M | +6.2% | +48.7% | -42.5% | +37.9% |
| YTD | -21.8% | +57.2% | -79.0% | +7.2% |
| 1Y | -23.1% | +75.3% | -98.4% | +13.3% |
| 3Y | -71.3% | +51.9% | -123.3% | -54.4% |
| All | -77.0% | -30.7% | -46.3% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling