-100.0%
SOXS vs SWK
+197.2%
-297.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.3% | -13.2% |
| 7D | +36.2% | +11.0% | +25.2% | +57.4% |
| 30D | +131.5% | +30.1% | +101.4% | +238.0% |
| 3M | +60.5% | +14.7% | +45.8% | +95.1% |
| 6M | -25.9% | +44.5% | -70.4% | +47.3% |
| YTD | -88.3% | +59.4% | -147.7% | -70.2% |
| 1Y | -89.6% | +77.5% | -167.1% | -68.0% |
| 3Y | -99.6% | +49.5% | -149.1% | -98.4% |
| 5Y | -99.9% | -24.9% | -75.0% | -99.8% |
| 10Y | -100.0% | +31.8% | -131.8% | -100.0% |
| All | -100.0% | +197.2% | -297.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling