+60.5%
SOXS vs SWKS
+23.9%
+36.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.2% | -13.9% | -11.6% |
| 7D | +36.2% | -6.2% | +42.4% | +31.6% |
| 30D | +131.5% | -1.5% | +133.0% | +131.3% |
| 3M | +60.5% | +23.0% | +37.5% | +88.2% |
| All | +60.5% | +23.9% | +36.6% | +88.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling