+127.9%
SOXL vs SW
+40.4%
+87.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.5% | -37.2% | -37.4% |
| 7D | -60.1% | +4.7% | -64.7% | -61.7% |
| 30D | -75.1% | +5.0% | -80.1% | -76.5% |
| 3M | -69.0% | -7.3% | -61.7% | -67.5% |
| 6M | -71.6% | +15.0% | -86.6% | -75.4% |
| YTD | -2.7% | +18.5% | -21.2% | -19.9% |
| 1Y | -12.7% | +27.1% | -39.8% | -32.6% |
| All | +127.9% | +40.4% | +87.6% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling