-14.1%
SWKS vs BOXX
+14.6%
-28.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +6.8% | +0.1% | +6.7% | +6.5% |
| 30D | +11.3% | +0.3% | +11.0% | +9.4% |
| 3M | +4.1% | +1.0% | +3.1% | -1.8% |
| 6M | +39.7% | +1.9% | +37.7% | +25.6% |
| YTD | +23.2% | +2.6% | +20.6% | +7.6% |
| 1Y | +5.3% | +4.0% | +1.3% | -12.3% |
| All | -14.1% | +14.6% | -28.7% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling