-99.6%
SOXS vs SWKS
-0.7%
-98.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.2% | -13.9% | -10.8% |
| 7D | +36.2% | -6.2% | +42.4% | +26.2% |
| 30D | +131.5% | -1.5% | +133.0% | +133.8% |
| 3M | +60.5% | +23.0% | +37.5% | +136.5% |
| 6M | -25.9% | +27.6% | -53.5% | +47.1% |
| YTD | -88.3% | +32.3% | -120.6% | -74.8% |
| 1Y | -89.6% | +20.1% | -109.7% | -80.4% |
| 3Y | -99.6% | +0.6% | -100.3% | -98.3% |
| All | -99.6% | -0.7% | -98.9% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling