-100.0%
SOXS vs SWK
-38.7%
-61.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.9% | -11.1% | -8.9% |
| 7D | -7.0% | -0.4% | -6.5% | -7.4% |
| 30D | +2.8% | -5.7% | +8.5% | -5.1% |
| 3M | -9.8% | +24.1% | -33.9% | +37.7% |
| 6M | -99.2% | +24.7% | -123.9% | -97.6% |
| YTD | -99.5% | +33.9% | -133.4% | -98.3% |
| 1Y | -99.8% | +34.7% | -134.5% | -99.2% |
| 3Y | -100.0% | +15.3% | -115.3% | -99.9% |
| All | -100.0% | -38.7% | -61.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling