-100.0%
SOXS vs SWKS
+34.8%
-134.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | +1.1% |
| 7D | -16.6% | +6.8% | -23.4% | -4.4% |
| 30D | -4.4% | +11.3% | -15.6% | +18.6% |
| 3M | -26.2% | +4.1% | -30.3% | -4.1% |
| 6M | -99.3% | +39.7% | -138.9% | -96.8% |
| YTD | -99.5% | +23.2% | -122.7% | -98.4% |
| 1Y | -99.8% | +5.3% | -105.1% | -99.4% |
| 3Y | -100.0% | -15.1% | -84.9% | -99.9% |
| 5Y | -100.0% | -50.3% | -49.7% | -100.0% |
| 10Y | -100.0% | +42.3% | -142.3% | -100.0% |
| All | -100.0% | +34.8% | -134.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling