+4,921.3%
SOXL vs AWK
+132.0%
+4,789.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +6.1% |
| 7D | +3.9% | -2.1% | +6.0% | +5.2% |
| 30D | -14.3% | +2.1% | -16.4% | -15.9% |
| 3M | -45.6% | +11.4% | -57.0% | -51.1% |
| 6M | +117.2% | +3.9% | +113.3% | +99.1% |
| YTD | +189.8% | +7.7% | +182.1% | +154.7% |
| 1Y | +317.7% | +1.3% | +316.4% | +274.8% |
| 3Y | +478.6% | +7.2% | +471.5% | +304.6% |
| 5Y | +169.5% | -17.0% | +186.5% | +165.3% |
| All | +4,921.3% | +132.0% | +4,789.3% | +2,245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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