+2,664.3%
TSLA vs SOXL
+5,340.3%
-2,676.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.0% |
| 7D | +3.2% | +3.9% | -0.7% | +2.0% |
| 30D | +11.6% | -14.3% | +25.9% | +15.1% |
| 3M | -8.4% | -45.6% | +37.2% | -0.9% |
| 6M | -10.4% | +117.2% | -127.6% | -41.2% |
| YTD | -18.7% | +189.8% | -208.6% | -52.9% |
| 1Y | -0.9% | +317.7% | -318.7% | -50.7% |
| 3Y | +33.6% | +478.6% | -445.1% | -53.3% |
| 5Y | +48.9% | +169.5% | -120.6% | -48.5% |
| All | +2,664.3% | +5,340.3% | -2,676.0% | +256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling