+6,706.3%
SOXL vs SW
+673.4%
+6,032.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.5% | -37.2% | -38.2% |
| 7D | -60.1% | +4.7% | -64.7% | -60.7% |
| 30D | -75.1% | +5.0% | -80.1% | -75.6% |
| 3M | -69.0% | -7.3% | -61.7% | -68.4% |
| 6M | -71.6% | +15.0% | -86.6% | -72.8% |
| YTD | -2.7% | +18.5% | -21.2% | -7.6% |
| 1Y | -12.7% | +27.1% | -39.8% | -18.8% |
| 3Y | +126.3% | +49.3% | +77.0% | +112.6% |
| 5Y | -30.8% | -1.6% | -29.2% | -31.4% |
| 10Y | +1,484.7% | +185.4% | +1,299.3% | +1,209.4% |
| All | +6,706.3% | +673.4% | +6,032.9% | +5,656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling