+227.4%
SOXX vs SWK
+15.2%
+212.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +2.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.7% | -8.9% | +6.2% | +1.5% |
| 3M | -7.5% | +20.5% | -28.0% | -15.3% |
| 6M | +63.5% | +27.1% | +36.4% | +45.7% |
| YTD | +75.7% | +30.2% | +45.5% | +53.8% |
| 1Y | +113.3% | +24.8% | +88.6% | +89.5% |
| 3Y | +227.4% | +16.3% | +211.1% | +181.0% |
| All | +227.4% | +15.2% | +212.2% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling