+397.5%
SOXL vs SWK
+15.2%
+382.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +8.6% |
| 7D | +5.3% | -0.4% | +5.8% | +6.0% |
| 30D | -11.2% | -5.7% | -5.5% | -3.6% |
| 3M | -55.4% | +24.1% | -79.4% | -65.5% |
| 6M | +107.1% | +24.7% | +82.4% | +62.3% |
| YTD | +179.0% | +33.9% | +145.1% | +94.2% |
| 1Y | +357.4% | +34.7% | +322.7% | +216.5% |
| All | +397.5% | +15.2% | +382.3% | +278.0% |
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