-100.0%
SOXS vs SWKS
+49.5%
-149.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +6.1% |
| 7D | -43.7% | +10.9% | -54.6% | -29.7% |
| 30D | +22.2% | +17.6% | +4.6% | +75.8% |
| 3M | +13.0% | +29.2% | -16.2% | +97.3% |
| 6M | -47.7% | +37.0% | -84.6% | +33.1% |
| YTD | -92.5% | +44.9% | -137.4% | -78.3% |
| 1Y | -93.1% | +33.8% | -126.9% | -82.6% |
| 3Y | -99.7% | +10.2% | -109.9% | -98.8% |
| 5Y | -99.9% | -37.0% | -62.9% | -99.7% |
| All | -100.0% | +49.5% | -149.5% | -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