+158.5%
SOXL vs SWKS
-53.5%
+212.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.3% | +3.2% |
| 7D | +5.3% | +12.5% | -7.2% | -16.6% |
| 30D | -11.2% | +10.5% | -21.7% | -27.5% |
| 3M | -55.4% | -7.4% | -48.0% | -42.3% |
| 6M | +107.1% | +32.7% | +74.5% | +23.7% |
| YTD | +179.0% | +19.2% | +159.9% | +89.6% |
| 1Y | +357.4% | +2.4% | +355.0% | +333.8% |
| 3Y | +397.5% | -25.6% | +423.1% | +978.6% |
| All | +158.5% | -53.5% | +212.0% | +2,696.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling