-1.0%
SWKS vs BOXX
+18.4%
-19.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | +11.3% | +0.3% | +11.0% | +10.6% |
| 3M | +4.1% | +1.0% | +3.1% | +1.8% |
| 6M | +39.7% | +1.9% | +37.7% | +34.9% |
| YTD | +23.2% | +2.6% | +20.6% | +18.7% |
| 1Y | +5.3% | +4.0% | +1.3% | +2.2% |
| 3Y | -15.1% | +14.6% | -29.7% | +28.6% |
| All | -1.0% | +18.4% | -19.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling