-99.9%
SOXS vs SWK
-30.7%
-69.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +11.4% |
| 7D | -28.4% | -1.4% | -27.1% | -29.2% |
| 30D | +19.4% | +25.5% | -6.0% | +61.3% |
| 3M | +28.2% | +11.8% | +16.4% | +48.3% |
| 6M | -37.7% | +48.7% | -86.4% | +22.7% |
| YTD | -91.6% | +57.2% | -148.8% | -80.4% |
| 1Y | -93.1% | +75.3% | -168.3% | -80.7% |
| 3Y | -99.7% | +51.9% | -151.6% | -98.7% |
| All | -99.9% | -30.7% | -69.3% | -99.8% |
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