-58.5%
QS vs SWK
-11.2%
-47.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.6% | -5.2% |
| 7D | -2.1% | +11.3% | -13.4% | -10.2% |
| 30D | -11.6% | +28.1% | -39.7% | -27.3% |
| 3M | -25.5% | +12.6% | -38.1% | -32.4% |
| 6M | -43.4% | +51.7% | -95.1% | -59.3% |
| YTD | -60.6% | +60.0% | -120.5% | -73.5% |
| 1Y | -75.9% | +72.7% | -148.6% | -84.9% |
| 3Y | -32.5% | +46.3% | -78.8% | -53.5% |
| 5Y | -86.8% | -24.6% | -62.1% | -86.9% |
| All | -58.5% | -11.2% | -47.3% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling