+1,924.8%
SOXL vs SWK
+32.9%
+1,892.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.8% | +19.4% | +18.1% |
| 7D | -17.6% | +10.7% | -28.2% | -30.9% |
| 30D | -59.8% | +33.3% | -93.1% | -75.3% |
| 3M | -59.9% | +14.7% | -74.6% | -69.2% |
| 6M | -68.2% | +48.5% | -116.7% | -82.7% |
| YTD | +33.8% | +63.9% | -30.1% | -37.6% |
| 1Y | +34.7% | +80.4% | -45.7% | -45.6% |
| 3Y | +211.0% | +58.1% | +152.9% | +54.3% |
| 5Y | -8.6% | -24.5% | +15.9% | +57.2% |
| 10Y | +1,924.8% | +29.5% | +1,895.4% | +2,620.3% |
| All | +1,924.8% | +32.9% | +1,892.0% | +2,620.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling