+14.7%
QLD vs SWK
+87.6%
-73.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -2.8% |
| 7D | -9.4% | +17.9% | -27.3% | -15.1% |
| 30D | -17.1% | +31.9% | -49.0% | -26.0% |
| 3M | -10.4% | +16.6% | -27.0% | -15.7% |
| 6M | +0.7% | +61.1% | -60.4% | -16.7% |
| YTD | +17.7% | +64.2% | -46.5% | -6.1% |
| 1Y | +14.7% | +85.2% | -70.5% | -13.1% |
| All | +14.7% | +87.6% | -73.0% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling