-40.8%
SWKS vs SOXQ
+245.8%
-286.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.7% | +0.3% | +1.9% |
| 7D | +5.7% | +2.9% | +2.8% | +2.5% |
| 30D | +17.3% | -13.6% | +30.9% | +28.1% |
| 3M | +28.3% | -12.5% | +40.8% | +38.1% |
| 6M | +26.1% | -12.4% | +38.4% | +32.3% |
| YTD | +41.1% | +49.6% | -8.5% | -5.3% |
| 1Y | +31.4% | +52.0% | -20.5% | -13.3% |
| 3Y | +7.3% | +199.1% | -191.8% | -62.1% |
| 5Y | -37.7% | +192.6% | -230.3% | -78.4% |
| All | -40.8% | +245.8% | -286.6% | -81.6% |
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 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