+34.7%
SWK vs BOXX
+4.0%
+30.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.8% |
| 30D | -5.7% | +0.4% | -6.1% | -7.9% |
| 3M | +24.1% | +1.0% | +23.0% | +16.0% |
| 6M | +24.7% | +2.0% | +22.7% | +5.4% |
| YTD | +33.9% | +2.6% | +31.3% | +4.2% |
| 1Y | +34.7% | +4.1% | +30.6% | +18.0% |
| All | +34.7% | +4.0% | +30.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling