-30.8%
SOXL vs SW
-1.6%
-29.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.5% | -37.2% | -37.8% |
| 7D | -60.1% | +4.7% | -64.7% | -61.2% |
| 30D | -75.1% | +5.0% | -80.1% | -76.1% |
| 3M | -69.0% | -7.3% | -61.7% | -67.9% |
| 6M | -71.6% | +15.0% | -86.6% | -74.1% |
| YTD | -2.7% | +18.5% | -21.2% | -13.5% |
| 1Y | -12.7% | +27.1% | -39.8% | -25.6% |
| 3Y | +126.3% | +49.3% | +77.0% | +96.1% |
| 5Y | -30.8% | -1.6% | -29.2% | -30.7% |
| All | -30.8% | -1.6% | -29.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling