+9,127.5%
QLD vs SWK
+266.9%
+8,860.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -0.1% | -5.7% | +5.6% | +4.5% |
| 3M | -8.4% | +24.1% | -32.4% | -23.4% |
| 6M | +32.2% | +24.7% | +7.5% | +8.6% |
| YTD | +28.9% | +33.9% | -5.0% | -1.7% |
| 1Y | +43.8% | +34.7% | +9.2% | +7.4% |
| 3Y | +176.6% | +15.3% | +161.3% | +112.4% |
| 5Y | +121.6% | -39.3% | +160.9% | +184.5% |
| 10Y | +1,652.9% | +2.5% | +1,650.4% | +1,151.7% |
| All | +9,127.5% | +266.9% | +8,860.6% | +1,753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling