+4.6%
TSLA vs SOXL
+380.6%
-376.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.9% | -15.8% | -7.6% |
| 7D | +1.5% | +5.3% | -3.8% | +0.5% |
| 30D | +10.1% | -11.2% | +21.3% | +11.5% |
| 3M | -15.4% | -55.4% | +40.0% | -8.6% |
| 6M | -12.8% | +107.1% | -119.9% | -31.6% |
| YTD | -21.3% | +179.0% | -200.3% | -43.6% |
| 1Y | +4.6% | +357.4% | -352.8% | -19.0% |
| All | +4.6% | +380.6% | -376.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 SOXL 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