+1,948.9%
SOXL vs HWM
+1,487.1%
+461.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -9.8% |
| 7D | +26.9% | +7.3% | +19.6% | +18.3% |
| 30D | -47.2% | +1.6% | -48.8% | -45.7% |
| 3M | -59.9% | -21.9% | -38.0% | -45.8% |
| 6M | -68.3% | -19.0% | -49.3% | -58.2% |
| YTD | +38.8% | +7.9% | +30.9% | +33.7% |
| 1Y | +48.8% | +9.9% | +38.9% | +40.7% |
| 3Y | +196.5% | +342.1% | -145.6% | -33.9% |
| 5Y | -5.0% | +600.8% | -605.8% | -83.9% |
| All | +1,948.9% | +1,487.1% | +461.8% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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