+1,631.1%
QLD vs SWK
+2.4%
+1,628.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -0.1% | -5.7% | +5.6% | +3.7% |
| 3M | -8.4% | +24.1% | -32.4% | -21.0% |
| 6M | +32.2% | +24.7% | +7.5% | +12.5% |
| YTD | +28.9% | +33.9% | -5.0% | +3.2% |
| 1Y | +43.8% | +34.7% | +9.2% | +13.3% |
| 3Y | +176.6% | +15.3% | +161.3% | +124.9% |
| 5Y | +121.6% | -39.3% | +160.9% | +180.7% |
| All | +1,631.1% | +2.4% | +1,628.7% | +1,376.7% |
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