+179.0%
SOXX vs SWKS
+11.3%
+167.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +9.4% | +9.4% | -0.1% | +4.5% |
| 30D | -13.8% | +17.0% | -30.7% | -20.1% |
| 3M | -18.6% | +28.9% | -47.5% | -30.0% |
| 6M | -15.1% | +33.1% | -48.3% | -28.4% |
| YTD | +49.0% | +44.8% | +4.2% | +17.2% |
| 1Y | +55.3% | +36.2% | +19.1% | +26.6% |
| 3Y | +179.0% | +11.5% | +167.5% | +118.9% |
| All | +179.0% | +11.3% | +167.7% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling