-25.3%
SWK vs SOXQ
+158.0%
-183.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.0% |
| 7D | +11.0% | -12.2% | +23.3% | +16.7% |
| 30D | +30.1% | -28.2% | +58.2% | +48.5% |
| 3M | +14.7% | -22.1% | +36.7% | +25.6% |
| 6M | +44.5% | -18.1% | +62.6% | +50.4% |
| YTD | +59.4% | +32.7% | +26.6% | +29.2% |
| 1Y | +77.5% | +34.1% | +43.4% | +42.7% |
| 3Y | +49.5% | +176.7% | -127.2% | -22.3% |
| All | -25.3% | +158.0% | -183.2% | -62.9% |
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