-12.7%
SOXL vs TEVA
+81.2%
-93.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -0.2% | -38.5% | -38.6% |
| 7D | -60.1% | +0.7% | -60.8% | -60.2% |
| 30D | -75.1% | +6.8% | -81.9% | -75.8% |
| 3M | -69.0% | +20.3% | -89.4% | -71.7% |
| 6M | -71.6% | +16.5% | -88.1% | -72.7% |
| YTD | -2.7% | +33.9% | -36.6% | -22.7% |
| 1Y | -12.7% | +69.8% | -82.5% | -51.6% |
| All | -12.7% | +81.2% | -93.8% | -51.6% |
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