+229.8%
SOXX vs SWKS
-16.4%
+246.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | -0.2% |
| 7D | +6.1% | +6.8% | -0.7% | +2.4% |
| 30D | +0.5% | +11.3% | -10.8% | -5.4% |
| 3M | -5.3% | +4.1% | -9.4% | -7.6% |
| 6M | +58.3% | +39.7% | +18.7% | +29.5% |
| YTD | +76.8% | +23.2% | +53.6% | +53.3% |
| 1Y | +114.6% | +5.3% | +109.3% | +102.8% |
| All | +229.8% | -16.4% | +246.2% | +221.4% |
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