+33.6%
TSLA vs SOXX
+222.5%
-189.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.2% |
| 30D | +11.6% | -3.6% | +15.2% | +14.1% |
| 3M | -8.4% | -10.2% | +1.7% | -3.5% |
| 6M | -10.4% | +54.2% | -64.6% | -40.3% |
| YTD | -18.7% | +75.2% | -94.0% | -52.1% |
| 1Y | -0.9% | +107.5% | -108.4% | -50.1% |
| 3Y | +33.6% | +226.8% | -193.2% | -56.6% |
| All | +33.6% | +222.5% | -189.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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