-93.1%
SOXS vs SWKS
+33.8%
-126.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.2% | +10.9% |
| 7D | -28.4% | +9.4% | -37.9% | -18.7% |
| 30D | +19.4% | +17.0% | +2.5% | +49.1% |
| 3M | +28.2% | +28.9% | -0.8% | +89.0% |
| 6M | -37.7% | +33.1% | -70.8% | +9.8% |
| YTD | -91.6% | +44.8% | -136.4% | -82.6% |
| 1Y | -93.1% | +36.2% | -129.3% | -87.0% |
| All | -93.1% | +33.8% | -126.8% | -87.0% |
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 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