+2,514.3%
SOXX vs SWKS
+193.3%
+2,321.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.1% |
| 7D | +2.2% | +12.5% | -10.3% | -2.7% |
| 30D | -2.0% | +10.5% | -12.5% | -6.1% |
| 3M | -13.7% | -7.4% | -6.3% | -10.8% |
| 6M | +52.4% | +32.7% | +19.7% | +34.5% |
| YTD | +72.8% | +19.2% | +53.7% | +58.0% |
| 1Y | +113.9% | +2.4% | +111.5% | +107.6% |
| 3Y | +210.7% | -25.6% | +236.4% | +235.4% |
| 5Y | +244.6% | -53.4% | +298.1% | +351.0% |
| 10Y | +1,468.0% | +23.2% | +1,444.9% | +1,332.7% |
| All | +2,514.3% | +193.3% | +2,321.0% | +957.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling