+1,263.3%
SOXX vs SWK
+20.6%
+1,242.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.4% |
| 7D | +3.5% | -2.3% | +5.8% | +4.9% |
| 30D | -14.4% | +30.4% | -44.9% | -25.9% |
| 3M | -12.7% | +12.1% | -24.8% | -18.5% |
| 6M | -12.4% | +49.1% | -61.5% | -29.3% |
| YTD | +55.1% | +60.4% | -5.4% | +19.3% |
| 1Y | +58.5% | +78.3% | -19.9% | +15.2% |
| 3Y | +187.5% | +53.3% | +134.2% | +113.9% |
| 5Y | +180.1% | -27.0% | +207.1% | +195.0% |
| All | +1,263.3% | +20.6% | +1,242.7% | +942.0% |
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