+7,555.7%
SOXL vs SWKS
+570.2%
+6,985.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.2% | +11.3% | +10.6% |
| 7D | -40.3% | -6.2% | -34.2% | -32.3% |
| 30D | -71.1% | -1.5% | -69.6% | -69.5% |
| 3M | -65.2% | +23.0% | -88.2% | -76.4% |
| 6M | -72.3% | +27.6% | -99.9% | -80.2% |
| YTD | +9.4% | +32.3% | -22.9% | -32.6% |
| 1Y | +7.0% | +20.1% | -13.2% | -21.6% |
| 3Y | +156.4% | +0.6% | +155.7% | +216.8% |
| 5Y | -22.2% | -42.3% | +20.2% | +285.1% |
| 10Y | +1,682.4% | +35.9% | +1,646.5% | +6,088.3% |
| All | +7,555.7% | +570.2% | +6,985.5% | +2,963.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling