-27.2%
QS vs SWK
+46.0%
-73.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +5.4% | +11.0% | -5.6% | -2.3% |
| 30D | -5.3% | +30.1% | -35.4% | -21.4% |
| 3M | -22.6% | +14.7% | -37.3% | -29.8% |
| 6M | -46.2% | +44.5% | -90.7% | -58.6% |
| YTD | -58.9% | +59.4% | -118.3% | -71.1% |
| 1Y | -73.1% | +77.5% | -150.6% | -82.6% |
| 3Y | -27.2% | +49.5% | -76.7% | -53.0% |
| All | -27.2% | +46.0% | -73.2% | -53.0% |
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