+1,507.2%
SOXX vs SWKS
+58.1%
+1,449.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.8% | -12.5% | -9.0% |
| 7D | +3.0% | +17.5% | -14.5% | -7.7% |
| 30D | -3.1% | +23.0% | -26.1% | -16.0% |
| 3M | -4.4% | +19.5% | -23.9% | -15.7% |
| 6M | +52.9% | +54.3% | -1.4% | +11.4% |
| YTD | +72.0% | +35.3% | +36.7% | +34.6% |
| 1Y | +105.1% | +17.9% | +87.2% | +74.8% |
| 3Y | +220.6% | -6.8% | +227.4% | +199.7% |
| 5Y | +244.8% | -45.4% | +290.2% | +357.4% |
| All | +1,507.2% | +58.1% | +1,449.1% | +1,050.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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