+52.5%
SOXX vs SWK
+87.6%
-35.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.1% | -16.2% | -7.9% |
| 7D | -13.7% | +17.9% | -31.6% | -19.7% |
| 30D | -23.6% | +31.9% | -55.5% | -32.8% |
| 3M | -16.9% | +16.6% | -33.4% | -22.4% |
| 6M | -2.4% | +61.1% | -63.5% | -21.8% |
| YTD | +49.8% | +64.2% | -14.4% | +15.0% |
| 1Y | +52.5% | +85.2% | -32.7% | +11.1% |
| All | +52.5% | +87.6% | -35.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling