+4,921.3%
SOXL vs TECK
+377.7%
+4,543.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.4% |
| 7D | +3.9% | -3.8% | +7.7% | +8.0% |
| 30D | -14.3% | +0.7% | -15.1% | -15.3% |
| 3M | -45.6% | +4.6% | -50.2% | -45.7% |
| 6M | +117.2% | +25.1% | +92.1% | +98.8% |
| YTD | +189.8% | +39.2% | +150.7% | +142.2% |
| 1Y | +317.7% | +60.3% | +257.4% | +212.8% |
| 3Y | +478.6% | +62.9% | +415.7% | +376.8% |
| 5Y | +169.5% | +181.5% | -12.0% | +34.5% |
| All | +4,921.3% | +377.7% | +4,543.6% | +1,786.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling