+7,555.7%
SOXL vs SWK
+197.2%
+7,358.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +13.0% |
| 7D | -40.3% | +11.0% | -51.4% | -51.5% |
| 30D | -71.1% | +30.1% | -101.1% | -82.1% |
| 3M | -65.2% | +14.7% | -79.9% | -73.8% |
| 6M | -72.3% | +44.5% | -116.8% | -84.8% |
| YTD | +9.4% | +59.4% | -49.9% | -49.2% |
| 1Y | +7.0% | +77.5% | -70.6% | -58.1% |
| 3Y | +156.4% | +49.5% | +106.9% | +31.5% |
| 5Y | -22.2% | -24.9% | +2.7% | +33.1% |
| 10Y | +1,682.4% | +31.8% | +1,650.7% | +1,518.7% |
| All | +7,555.7% | +197.2% | +7,358.4% | +2,069.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling