+446.4%
SOXL vs SWKS
-20.0%
+466.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.3% | +4.2% |
| 7D | +5.3% | +12.5% | -7.2% | -13.3% |
| 30D | -11.2% | +10.5% | -21.7% | -24.9% |
| 3M | -55.4% | -7.4% | -48.0% | -44.0% |
| 6M | +107.1% | +32.7% | +74.5% | +40.9% |
| YTD | +179.0% | +19.2% | +159.9% | +113.3% |
| 1Y | +357.4% | +2.4% | +355.0% | +367.9% |
| All | +446.4% | -20.0% | +466.4% | +796.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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