+2,514.3%
SOXX vs SWK
+349.1%
+2,165.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | -2.0% | -5.7% | +3.7% | +1.1% |
| 3M | -13.7% | +24.1% | -37.8% | -23.5% |
| 6M | +52.4% | +24.7% | +27.7% | +34.1% |
| YTD | +72.8% | +33.9% | +38.9% | +45.0% |
| 1Y | +113.9% | +34.7% | +79.2% | +77.4% |
| 3Y | +210.7% | +15.3% | +195.5% | +166.0% |
| 5Y | +244.6% | -39.3% | +283.9% | +305.0% |
| 10Y | +1,468.0% | +2.5% | +1,465.6% | +1,142.6% |
| All | +2,514.3% | +349.1% | +2,165.2% | +538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling