+20,415.5%
SOXL vs SHW
+1,688.6%
+18,726.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +8.8% |
| 7D | +16.4% | -1.2% | +17.6% | +18.4% |
| 30D | -12.1% | -11.6% | -0.5% | +6.7% |
| 3M | -41.7% | +9.1% | -50.8% | -53.7% |
| 6M | +157.4% | -0.7% | +158.1% | +139.7% |
| YTD | +193.3% | +1.4% | +191.9% | +161.7% |
| 1Y | +355.3% | -12.3% | +367.6% | +403.5% |
| 3Y | +484.2% | +23.4% | +460.8% | +293.3% |
| 5Y | +182.7% | +15.0% | +167.7% | +131.0% |
| 10Y | +4,692.2% | +278.3% | +4,414.0% | +652.2% |
| All | +20,415.5% | +1,688.6% | +18,726.9% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling