-13.4%
TSLA vs SOXL
-44.3%
+30.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.9% | -15.8% | -7.4% |
| 7D | +1.5% | +5.3% | -3.8% | +0.6% |
| 30D | +10.1% | -11.2% | +21.3% | +11.4% |
| All | -13.4% | -44.3% | +30.9% | -9.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling