+355.3%
SOXL vs SWK
+23.5%
+331.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.8% | +10.2% |
| 7D | +16.4% | -0.7% | +17.1% | +17.0% |
| 30D | -12.1% | -9.7% | -2.4% | +1.1% |
| 3M | -41.7% | +19.5% | -61.2% | -53.1% |
| 6M | +157.4% | +26.0% | +131.4% | +96.3% |
| YTD | +193.3% | +29.1% | +164.2% | +110.2% |
| 1Y | +355.3% | +23.7% | +331.7% | +237.5% |
| All | +355.3% | +23.5% | +331.8% | +237.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling