-100.0%
SOXS vs SWKS
+37.5%
-137.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.8% | -23.0% | -20.8% |
| 7D | -5.1% | -2.7% | -2.3% | -7.9% |
| 30D | +60.4% | +8.5% | +51.9% | +94.5% |
| 3M | +32.7% | +17.3% | +15.4% | +89.9% |
| 6M | -36.2% | +25.1% | -61.3% | +35.6% |
| YTD | -90.9% | +33.3% | -124.3% | -78.1% |
| 1Y | -92.2% | +22.9% | -115.1% | -83.4% |
| 3Y | -99.7% | +5.5% | -105.2% | -98.8% |
| 5Y | -99.9% | -41.9% | -58.0% | -99.7% |
| 10Y | -100.0% | +32.4% | -132.4% | -100.0% |
| All | -100.0% | +37.5% | -137.5% | -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