-50.0%
SWKS vs SOXQ
+283.8%
-333.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.2% | +1.0% |
| 7D | +12.5% | +2.3% | +10.2% | +10.6% |
| 30D | +10.5% | -2.3% | +12.7% | +12.0% |
| 3M | -7.4% | -13.8% | +6.4% | +1.0% |
| 6M | +32.7% | +48.6% | -16.0% | -6.6% |
| YTD | +19.2% | +66.0% | -46.8% | -24.3% |
| 1Y | +2.4% | +107.9% | -105.5% | -46.4% |
| 3Y | -25.6% | +224.1% | -249.8% | -74.6% |
| 5Y | -53.4% | +256.6% | -310.0% | -85.7% |
| All | -50.0% | +283.8% | -333.8% | -85.3% |
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