+449.8%
SOXL vs SHW
+19.9%
+430.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -6.7% |
| 7D | +8.5% | -4.5% | +12.9% | +15.0% |
| 30D | -13.0% | -12.7% | -0.3% | +3.6% |
| 3M | -35.9% | +4.7% | -40.6% | -44.6% |
| 6M | +112.1% | -3.4% | +115.5% | +108.8% |
| YTD | +175.4% | -1.3% | +176.8% | +158.5% |
| 1Y | +304.9% | -10.4% | +315.2% | +336.4% |
| All | +449.8% | +19.9% | +430.0% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling