-44.3%
SWK vs SOXQ
+288.7%
-333.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.4% |
| 7D | +0.1% | +5.3% | -5.2% | -2.2% |
| 30D | -8.9% | -3.7% | -5.2% | -7.6% |
| 3M | +20.5% | -7.8% | +28.3% | +23.0% |
| 6M | +27.1% | +58.4% | -31.3% | -1.7% |
| YTD | +30.2% | +68.1% | -38.0% | -2.9% |
| 1Y | +24.8% | +105.4% | -80.6% | -16.4% |
| 3Y | +16.3% | +239.2% | -222.9% | -42.9% |
| 5Y | -40.1% | +266.9% | -307.0% | -73.3% |
| All | -44.3% | +288.7% | -333.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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