+2,664.3%
TSLA vs SOXS
-100.0%
+2,764.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | -0.9% |
| 7D | +3.2% | -4.7% | +8.0% | +2.1% |
| 30D | +11.6% | +7.7% | +3.8% | +14.7% |
| 3M | -8.4% | -10.2% | +1.7% | -2.2% |
| 6M | -10.4% | -99.2% | +88.8% | -53.3% |
| YTD | -18.7% | -99.5% | +80.8% | -62.5% |
| 1Y | -0.9% | -99.8% | +98.8% | -60.6% |
| 3Y | +33.6% | -100.0% | +133.6% | -62.0% |
| 5Y | +48.9% | -100.0% | +148.9% | -59.0% |
| All | +2,664.3% | -100.0% | +2,764.3% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 SOXS 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