+158.5%
SOXL vs SW
-2.3%
+160.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.1% |
| 7D | +5.3% | -5.1% | +10.4% | +9.0% |
| 30D | -11.2% | -4.6% | -6.6% | -8.6% |
| 3M | -55.4% | +9.4% | -64.7% | -57.9% |
| 6M | +107.1% | +3.5% | +103.6% | +104.6% |
| YTD | +179.0% | +22.0% | +157.0% | +146.9% |
| 1Y | +357.4% | +2.2% | +355.2% | +346.5% |
| 3Y | +397.5% | +19.6% | +377.9% | +371.7% |
| All | +158.5% | -2.3% | +160.8% | +159.2% |
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