+16.4%
SWKS vs BOXX
+19.3%
-2.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +10.9% | +0.1% | +10.8% | +10.6% |
| 30D | +17.6% | +0.4% | +17.2% | +16.6% |
| 3M | +29.2% | +1.0% | +28.2% | +26.8% |
| 6M | +37.0% | +2.0% | +34.9% | +31.4% |
| YTD | +44.9% | +3.4% | +41.5% | +37.7% |
| 1Y | +33.8% | +4.1% | +29.7% | +27.2% |
| 3Y | +10.2% | +14.4% | -4.1% | +50.9% |
| All | +16.4% | +19.3% | -2.9% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling