-100.0%
QID vs SWK
+270.7%
-370.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.9% |
| 30D | 0.0% | -5.7% | +5.7% | -4.4% |
| 3M | +3.7% | +24.1% | -20.3% | +25.9% |
| 6M | -29.9% | +24.7% | -54.6% | -12.9% |
| YTD | -28.8% | +33.9% | -62.7% | -5.9% |
| 1Y | -37.2% | +34.7% | -71.9% | -15.5% |
| 3Y | -73.7% | +15.3% | -89.0% | -63.8% |
| 5Y | -80.7% | -39.3% | -41.5% | -81.3% |
| 10Y | -99.1% | +2.5% | -101.6% | -97.9% |
| All | -100.0% | +270.7% | -370.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling