-87.0%
QS vs SWK
-25.5%
-61.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.5% |
| 7D | +8.0% | +11.3% | -3.3% | -1.1% |
| 30D | -2.8% | +31.5% | -34.3% | -22.5% |
| 3M | -28.1% | +14.4% | -42.5% | -35.9% |
| 6M | -41.0% | +46.4% | -87.4% | -57.2% |
| YTD | -57.3% | +61.6% | -118.9% | -72.1% |
| 1Y | -72.7% | +78.7% | -151.4% | -83.8% |
| 3Y | -18.6% | +54.4% | -73.0% | -48.3% |
| 5Y | -87.0% | -25.3% | -61.7% | -86.9% |
| All | -87.0% | -25.5% | -61.5% | -86.9% |
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 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