+196.5%
SOXL vs SWK
+50.7%
+145.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.3% |
| 7D | +26.9% | -1.4% | +28.2% | +29.5% |
| 30D | -47.2% | +25.5% | -72.7% | -62.9% |
| 3M | -59.9% | +11.8% | -71.6% | -66.9% |
| 6M | -68.3% | +48.7% | -117.0% | -81.5% |
| YTD | +38.8% | +57.2% | -18.3% | -25.8% |
| 1Y | +48.8% | +75.3% | -26.5% | -31.2% |
| 3Y | +196.5% | +51.9% | +144.6% | +62.3% |
| All | +196.5% | +50.7% | +145.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling