+1,600.8%
QLD vs SWK
+36.2%
+1,564.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -6.6% |
| 7D | -9.4% | +17.9% | -27.3% | -19.4% |
| 30D | -17.1% | +31.9% | -49.0% | -31.8% |
| 3M | -10.4% | +16.6% | -27.0% | -20.3% |
| 6M | +0.7% | +61.1% | -60.4% | -28.0% |
| YTD | +17.7% | +64.2% | -46.5% | -18.7% |
| 1Y | +14.7% | +85.2% | -70.5% | -27.5% |
| 3Y | +169.6% | +50.2% | +119.4% | +81.2% |
| 5Y | +86.7% | -22.8% | +109.5% | +98.9% |
| 10Y | +1,600.8% | +35.8% | +1,565.0% | +1,152.9% |
| All | +1,600.8% | +36.2% | +1,564.5% | +1,152.9% |
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