+4,439.0%
SOXL vs SWK
+3.3%
+4,435.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +8.5% |
| 7D | +5.3% | -0.4% | +5.8% | +6.1% |
| 30D | -11.2% | -5.7% | -5.5% | -3.0% |
| 3M | -55.4% | +24.1% | -79.4% | -66.5% |
| 6M | +107.1% | +24.7% | +82.4% | +58.1% |
| YTD | +179.0% | +33.9% | +145.1% | +86.3% |
| 1Y | +357.4% | +34.7% | +322.7% | +201.6% |
| 3Y | +397.5% | +15.3% | +382.2% | +319.9% |
| 5Y | +155.9% | -39.3% | +195.2% | +541.2% |
| All | +4,439.0% | +3.3% | +4,435.8% | +8,230.6% |
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