+32.9%
TSLA vs SOXS
-100.0%
+132.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.2% | +0.5% |
| 7D | -3.4% | -9.4% | +6.0% | -5.2% |
| 30D | +9.2% | +6.2% | +3.1% | +11.3% |
| 3M | -4.7% | -28.0% | +23.3% | -3.1% |
| 6M | -8.9% | -99.2% | +90.2% | -47.8% |
| YTD | -19.2% | -99.5% | +80.3% | -58.4% |
| 1Y | +4.5% | -99.7% | +104.3% | -53.9% |
| All | +32.9% | -100.0% | +132.9% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling