-33.5%
QS vs SWK
+50.7%
-84.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.3% |
| 7D | -14.0% | -1.4% | -12.6% | -13.0% |
| 30D | -6.4% | +25.5% | -31.8% | -20.1% |
| 3M | -40.3% | +11.8% | -52.0% | -44.8% |
| 6M | -57.5% | +48.7% | -106.2% | -67.9% |
| YTD | -64.7% | +57.2% | -121.9% | -74.8% |
| 1Y | -72.9% | +75.3% | -148.1% | -82.3% |
| 3Y | -33.5% | +51.9% | -85.4% | -59.1% |
| All | -33.5% | +50.7% | -84.1% | -59.1% |
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