-31.4%
SWK vs SOXQ
+245.8%
-277.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -3.1% |
| 7D | -2.3% | +2.9% | -5.2% | -4.0% |
| 30D | +30.4% | -13.6% | +44.0% | +37.2% |
| 3M | +12.1% | -12.5% | +24.7% | +16.7% |
| 6M | +49.1% | -12.4% | +61.4% | +51.2% |
| YTD | +60.4% | +49.6% | +10.9% | +23.9% |
| 1Y | +78.3% | +52.0% | +26.4% | +36.2% |
| 3Y | +53.3% | +199.1% | -145.8% | -21.6% |
| 5Y | -27.0% | +192.6% | -219.6% | -65.0% |
| All | -31.4% | +245.8% | -277.2% | -68.6% |
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