-91.6%
SOXS vs SWKS
+14.2%
-105.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.9% | +11.7% | +5.3% |
| 7D | +46.7% | -4.9% | +51.6% | +39.5% |
| 30D | +97.0% | -1.2% | +98.1% | +97.4% |
| 3M | +39.5% | +24.2% | +15.4% | +95.1% |
| 6M | -54.9% | +21.5% | -76.4% | -27.9% |
| YTD | -90.4% | +33.5% | -123.9% | -82.2% |
| 1Y | -91.6% | +18.9% | -110.6% | -87.6% |
| All | -91.6% | +14.2% | -105.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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