-100.0%
SOXS vs SWKS
+570.2%
-670.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.2% | -13.9% | -10.7% |
| 7D | +36.2% | -6.2% | +42.4% | +25.7% |
| 30D | +131.5% | -1.5% | +133.0% | +134.1% |
| 3M | +60.5% | +23.0% | +37.5% | +137.2% |
| 6M | -25.9% | +27.6% | -53.5% | +49.2% |
| YTD | -88.3% | +32.3% | -120.6% | -74.6% |
| 1Y | -89.6% | +20.1% | -109.7% | -80.1% |
| 3Y | -99.6% | +0.6% | -100.3% | -98.6% |
| 5Y | -99.9% | -42.3% | -57.6% | -99.6% |
| 10Y | -100.0% | +35.9% | -135.9% | -100.0% |
| All | -100.0% | +570.2% | -670.2% | -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