+32.9%
TSLA vs SOXL
+430.3%
-397.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.9% | +0.8% |
| 7D | -3.4% | +8.5% | -11.9% | -5.7% |
| 30D | +9.2% | -13.0% | +22.2% | +11.7% |
| 3M | -4.7% | -35.9% | +31.2% | -2.5% |
| 6M | -8.9% | +112.1% | -121.0% | -37.7% |
| YTD | -19.2% | +175.4% | -194.6% | -50.5% |
| 1Y | +4.5% | +304.9% | -300.3% | -45.2% |
| All | +32.9% | +430.3% | -397.4% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling