+1,924.8%
SOXL vs SW
+183.3%
+1,741.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.2% | +22.0% | +22.1% |
| 7D | -17.6% | +1.8% | -19.4% | -18.1% |
| 30D | -59.8% | +7.0% | -66.8% | -61.3% |
| 3M | -59.9% | -7.6% | -52.3% | -58.8% |
| 6M | -68.2% | +8.5% | -76.8% | -69.5% |
| YTD | +33.8% | +17.7% | +16.1% | +24.1% |
| 1Y | +34.7% | +27.1% | +7.7% | +20.9% |
| 3Y | +211.0% | +48.2% | +162.9% | +182.2% |
| 5Y | -8.6% | -2.3% | -6.2% | -10.4% |
| 10Y | +1,924.8% | +183.3% | +1,741.5% | +1,447.3% |
| All | +1,924.8% | +183.3% | +1,741.5% | +1,447.3% |
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