+167.6%
QLD vs SWK
+50.4%
+117.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -4.0% |
| 7D | -9.4% | +17.9% | -27.3% | -16.4% |
| 30D | -17.1% | +31.9% | -49.0% | -27.7% |
| 3M | -10.4% | +16.6% | -27.0% | -17.2% |
| 6M | +0.7% | +61.1% | -60.4% | -20.3% |
| YTD | +17.7% | +64.2% | -46.5% | -9.2% |
| 1Y | +14.7% | +85.2% | -70.5% | -16.9% |
| All | +167.6% | +50.4% | +117.2% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling