-25.3%
SWK vs QSR
+54.8%
-80.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +11.0% | +7.3% | +3.7% | +7.6% |
| 30D | +30.1% | +11.9% | +18.2% | +23.5% |
| 3M | +14.7% | +7.5% | +7.2% | +10.6% |
| 6M | +44.5% | +2.5% | +42.0% | +42.3% |
| YTD | +59.4% | +17.0% | +42.4% | +45.5% |
| 1Y | +77.5% | +18.1% | +59.4% | +61.2% |
| 3Y | +49.5% | +28.6% | +20.8% | +27.8% |
| All | -25.3% | +54.8% | -80.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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