+1,540.5%
SOXL vs SW
+182.7%
+1,357.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.9% | +13.4% | +12.9% |
| 7D | -40.3% | +2.3% | -42.7% | -40.9% |
| 30D | -71.1% | +6.8% | -77.9% | -72.1% |
| 3M | -65.2% | -5.2% | -60.0% | -64.7% |
| 6M | -72.3% | +7.4% | -79.7% | -73.2% |
| YTD | +9.4% | +17.4% | -8.0% | +1.6% |
| 1Y | +7.0% | +27.1% | -20.1% | -4.0% |
| 3Y | +156.4% | +47.9% | +108.5% | +132.8% |
| 5Y | -22.2% | -2.6% | -19.6% | -23.7% |
| All | +1,540.5% | +182.7% | +1,357.8% | +1,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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