+86.7%
QLD vs SWK
-24.2%
+110.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -5.6% |
| 7D | -9.4% | +17.9% | -27.3% | -18.3% |
| 30D | -17.1% | +31.9% | -49.0% | -30.2% |
| 3M | -10.4% | +16.6% | -27.0% | -19.1% |
| 6M | +0.7% | +61.1% | -60.4% | -25.2% |
| YTD | +17.7% | +64.2% | -46.5% | -15.2% |
| 1Y | +14.7% | +85.2% | -70.5% | -23.7% |
| 3Y | +169.6% | +50.2% | +119.4% | +87.3% |
| 5Y | +86.7% | -22.8% | +109.5% | +96.7% |
| All | +86.7% | -24.2% | +110.8% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling