+20,174.1%
SOXL vs TEVA
-26.1%
+20,200.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -50.2% |
| 6M | +117.2% | +21.7% | +95.5% | +82.5% |
| YTD | +189.8% | +18.8% | +171.0% | +148.6% |
| 1Y | +317.7% | +86.5% | +231.3% | +157.3% |
| 3Y | +478.6% | +269.4% | +209.2% | +107.5% |
| 5Y | +169.5% | +303.6% | -134.1% | -9.9% |
| 10Y | +5,222.1% | -22.9% | +5,245.0% | +5,025.6% |
| All | +20,174.1% | -26.1% | +20,200.2% | +18,808.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling