+169.8%
SOXX vs SWK
-25.5%
+195.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -5.4% | +11.3% | -16.7% | -10.4% |
| 30D | -21.4% | +31.5% | -52.9% | -31.5% |
| 3M | -16.9% | +14.4% | -31.3% | -22.7% |
| 6M | -15.4% | +46.4% | -61.8% | -30.2% |
| YTD | +46.3% | +61.6% | -15.3% | +14.0% |
| 1Y | +46.1% | +78.7% | -32.7% | +8.3% |
| 3Y | +171.2% | +54.4% | +116.8% | +103.0% |
| 5Y | +169.8% | -25.3% | +195.1% | +172.6% |
| All | +169.8% | -25.5% | +195.3% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling