+4,921.3%
SOXL vs SHW
+288.7%
+4,632.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +2.3% |
| 7D | +3.9% | -3.1% | +7.0% | +9.1% |
| 30D | -14.3% | -10.0% | -4.3% | +1.0% |
| 3M | -45.6% | +2.3% | -47.9% | -52.2% |
| 6M | +117.2% | +0.7% | +116.5% | +98.1% |
| YTD | +189.8% | +0.5% | +189.4% | +162.4% |
| 1Y | +317.7% | -11.5% | +329.2% | +358.1% |
| 3Y | +478.6% | +21.3% | +457.3% | +298.8% |
| 5Y | +169.5% | +12.5% | +157.0% | +128.2% |
| All | +4,921.3% | +288.7% | +4,632.6% | +1,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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