+48.8%
SOXL vs SW
+22.9%
+25.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.9% | -9.1% | -9.6% |
| 7D | +26.9% | -3.9% | +30.8% | +30.9% |
| 30D | -47.2% | +3.9% | -51.2% | -49.6% |
| 3M | -59.9% | -14.6% | -45.3% | -54.8% |
| 6M | -68.3% | +6.9% | -75.2% | -71.1% |
| YTD | +38.8% | +12.8% | +26.1% | +23.0% |
| 1Y | +48.8% | +24.3% | +24.5% | +19.4% |
| All | +48.8% | +22.9% | +25.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling