-25.4%
SOXL vs SWK
-25.5%
+0.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +13.0% |
| 7D | -40.3% | +11.0% | -51.4% | -50.2% |
| 30D | -71.1% | +30.1% | -101.1% | -81.2% |
| 3M | -65.2% | +14.7% | -79.9% | -72.9% |
| 6M | -72.3% | +44.5% | -116.8% | -83.7% |
| YTD | +9.4% | +59.4% | -49.9% | -44.6% |
| 1Y | +7.0% | +77.5% | -70.6% | -53.5% |
| 3Y | +156.4% | +49.5% | +106.9% | +41.4% |
| All | -25.4% | -25.5% | +0.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling