+357.4%
SOXL vs TEVA
+93.8%
+263.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.2% |
| 7D | +5.3% | -0.2% | +5.6% | +5.3% |
| 30D | -11.2% | +4.7% | -15.9% | -13.2% |
| 3M | -55.4% | +5.6% | -61.0% | -56.6% |
| 6M | +107.1% | +10.5% | +96.7% | +90.9% |
| YTD | +179.0% | +16.5% | +162.5% | +151.2% |
| 1Y | +357.4% | +96.8% | +260.6% | +232.1% |
| All | +357.4% | +93.8% | +263.5% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling