+62.6%
QLD vs SWK
-25.4%
+88.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.6% | -10.1% | -11.2% |
| 7D | -18.6% | +11.3% | -29.8% | -23.8% |
| 30D | -28.3% | +28.1% | -56.4% | -38.5% |
| 3M | -20.4% | +12.6% | -33.0% | -26.5% |
| 6M | -14.3% | +51.7% | -66.0% | -33.9% |
| YTD | +2.8% | +60.0% | -57.2% | -24.8% |
| 1Y | -1.2% | +72.7% | -73.9% | -31.3% |
| 3Y | +135.3% | +46.3% | +89.0% | +66.2% |
| 5Y | +62.6% | -24.6% | +87.2% | +74.0% |
| All | +62.6% | -25.4% | +88.0% | +74.0% |
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 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