+156.4%
SOXL vs SWKS
-0.7%
+157.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.2% | +11.3% | +10.7% |
| 7D | -40.3% | -6.2% | -34.2% | -32.7% |
| 30D | -71.1% | -1.5% | -69.6% | -69.5% |
| 3M | -65.2% | +23.0% | -88.2% | -76.2% |
| 6M | -72.3% | +27.6% | -99.9% | -79.9% |
| YTD | +9.4% | +32.3% | -22.9% | -31.7% |
| 1Y | +7.0% | +20.1% | -13.2% | -19.7% |
| 3Y | +156.4% | +0.6% | +155.7% | +185.7% |
| All | +156.4% | -0.7% | +157.1% | +185.7% |
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