-29.9%
SWK vs SOXQ
+228.4%
-258.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.2% | -0.2% |
| 7D | +10.7% | -2.9% | +13.5% | +11.3% |
| 30D | +33.3% | -20.1% | +53.5% | +45.2% |
| 3M | +14.7% | -18.6% | +33.3% | +23.2% |
| 6M | +48.5% | -14.6% | +63.1% | +52.2% |
| YTD | +63.9% | +42.1% | +21.8% | +29.5% |
| 1Y | +80.4% | +45.2% | +35.2% | +40.5% |
| 3Y | +58.1% | +195.3% | -137.1% | -19.0% |
| 5Y | -24.5% | +174.8% | -199.3% | -62.9% |
| All | -29.9% | +228.4% | -258.3% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling