-100.0%
QID vs SWK
+341.1%
-441.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.8% |
| 7D | +9.4% | +11.0% | -1.6% | +19.3% |
| 30D | +31.2% | +30.1% | +1.2% | +61.9% |
| 3M | +17.4% | +14.7% | +2.8% | +31.6% |
| 6M | +8.4% | +44.5% | -36.1% | +49.4% |
| YTD | -15.8% | +59.4% | -75.2% | +28.2% |
| 1Y | -16.3% | +77.5% | -93.9% | +39.7% |
| 3Y | -70.4% | +49.5% | -119.9% | -49.9% |
| 5Y | -74.8% | -24.9% | -49.9% | -71.0% |
| 10Y | -99.0% | +31.8% | -130.8% | -97.0% |
| All | -100.0% | +341.1% | -441.0% | -99.4% |
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 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