-88.6%
QS vs SWK
-25.5%
-63.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +5.4% | +11.0% | -5.6% | -3.5% |
| 30D | -5.3% | +30.1% | -35.4% | -23.8% |
| 3M | -22.6% | +14.7% | -37.3% | -31.0% |
| 6M | -46.2% | +44.5% | -90.7% | -60.5% |
| YTD | -58.9% | +59.4% | -118.3% | -72.9% |
| 1Y | -73.1% | +77.5% | -150.6% | -83.9% |
| 3Y | -27.2% | +49.5% | -76.7% | -52.4% |
| All | -88.6% | -25.5% | -63.2% | -88.5% |
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 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