-91.6%
SOXS vs SWK
+87.6%
-179.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.1% | -4.3% | +23.1% |
| 7D | +46.7% | +17.9% | +28.8% | +74.2% |
| 30D | +97.0% | +31.9% | +65.0% | +172.2% |
| 3M | +39.5% | +16.6% | +23.0% | +62.3% |
| 6M | -54.9% | +61.1% | -116.1% | -5.0% |
| YTD | -90.4% | +64.2% | -154.6% | -75.8% |
| 1Y | -91.6% | +85.2% | -176.9% | -74.9% |
| All | -91.6% | +87.6% | -179.3% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling