+16.3%
SWKS vs BOXX
+19.3%
-3.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | +17.0% | +0.4% | +16.6% | +16.0% |
| 3M | +28.9% | +1.0% | +27.9% | +26.5% |
| 6M | +33.1% | +2.0% | +31.1% | +27.7% |
| YTD | +44.8% | +3.4% | +41.4% | +37.5% |
| 1Y | +36.2% | +4.1% | +32.1% | +29.4% |
| 3Y | +11.5% | +14.4% | -2.9% | +52.7% |
| All | +16.3% | +19.3% | -3.0% | +123.8% |
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