+14.2%
SWKS vs BOXX
+18.5%
-4.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +19.4% | +0.1% | +19.3% | +19.3% |
| 30D | +26.8% | +0.3% | +26.5% | +26.1% |
| 3M | +21.5% | +1.0% | +20.4% | +18.8% |
| 6M | +61.0% | +1.9% | +59.1% | +55.5% |
| YTD | +42.2% | +2.7% | +39.5% | +37.0% |
| 1Y | +22.1% | +4.0% | +18.1% | +18.4% |
| 3Y | -0.9% | +14.7% | -15.5% | +49.8% |
| All | +14.2% | +18.5% | -4.2% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling