-72.7%
QS vs SWK
+77.0%
-149.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.8% |
| 7D | +8.0% | +11.3% | -3.3% | +1.7% |
| 30D | -2.8% | +31.5% | -34.3% | -16.9% |
| 3M | -28.1% | +14.4% | -42.5% | -33.6% |
| 6M | -41.0% | +46.4% | -87.4% | -52.2% |
| YTD | -57.3% | +61.6% | -118.9% | -67.3% |
| 1Y | -72.7% | +78.7% | -151.4% | -79.5% |
| All | -72.7% | +77.0% | -149.7% | -79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling