-25.9%
SOXS vs SWKS
+21.8%
-47.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.2% | -13.9% | -10.9% |
| 7D | +36.2% | -6.2% | +42.4% | +27.0% |
| 30D | +131.5% | -1.5% | +133.0% | +133.1% |
| 3M | +60.5% | +23.0% | +37.5% | +146.4% |
| 6M | -25.9% | +27.6% | -53.5% | +31.4% |
| All | -25.9% | +21.8% | -47.8% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling