-100.0%
SOXS vs SWKS
+503.6%
-603.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +3.5% | -13.7% | -4.5% |
| 7D | -7.0% | +12.5% | -19.5% | +13.0% |
| 30D | +2.8% | +10.5% | -7.7% | +22.3% |
| 3M | -9.8% | -7.4% | -2.5% | -1.9% |
| 6M | -99.2% | +32.7% | -131.8% | -97.3% |
| YTD | -99.5% | +19.2% | -118.7% | -98.6% |
| 1Y | -99.8% | +2.4% | -102.2% | -99.5% |
| 3Y | -100.0% | -25.6% | -74.4% | -99.9% |
| 5Y | -100.0% | -53.4% | -46.6% | -100.0% |
| 10Y | -100.0% | +23.2% | -123.2% | -100.0% |
| All | -100.0% | +503.6% | -603.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling