+1,583.2%
SOXX vs SWK
-0.7%
+1,583.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | +6.1% | -4.6% | +10.6% | +8.5% |
| 30D | +0.5% | -9.9% | +10.4% | +5.8% |
| 3M | -5.3% | +15.4% | -20.7% | -12.2% |
| 6M | +58.3% | +25.0% | +33.4% | +40.7% |
| YTD | +76.8% | +27.2% | +49.6% | +54.6% |
| 1Y | +114.6% | +24.6% | +90.0% | +88.4% |
| 3Y | +229.6% | +13.7% | +216.0% | +187.8% |
| 5Y | +257.3% | -41.5% | +298.9% | +323.9% |
| 10Y | +1,583.2% | +0.7% | +1,582.6% | +1,385.9% |
| All | +1,583.2% | -0.7% | +1,583.9% | +1,385.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling