-36.7%
SWK vs SOXQ
+254.8%
-291.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.7% |
| 7D | -0.4% | +2.3% | -2.8% | -1.5% |
| 30D | -5.7% | -2.3% | -3.5% | -5.0% |
| 3M | +24.1% | -13.8% | +37.8% | +30.2% |
| 6M | +24.7% | +48.6% | -23.9% | -0.8% |
| YTD | +33.9% | +66.0% | -32.0% | +0.3% |
| 1Y | +34.7% | +107.9% | -73.2% | -10.6% |
| 3Y | +15.3% | +224.1% | -208.9% | -42.6% |
| All | -36.7% | +254.8% | -291.4% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling