+162.3%
SOXL vs TEVA
+300.5%
-138.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +3.8% |
| 7D | +3.9% | +2.0% | +1.9% | +2.6% |
| 30D | -14.3% | +1.0% | -15.3% | -15.0% |
| 3M | -45.6% | +7.3% | -52.9% | -50.1% |
| 6M | +117.2% | +21.7% | +95.5% | +81.7% |
| YTD | +189.8% | +18.8% | +171.0% | +147.7% |
| 1Y | +317.7% | +86.5% | +231.3% | +153.6% |
| 3Y | +478.6% | +269.4% | +209.2% | +94.4% |
| All | +162.3% | +300.5% | -138.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling