+240.4%
ELF vs SOXQ
+286.7%
-46.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | -11.6% | +0.8% | -12.4% | -12.0% |
| 30D | +4.6% | -4.6% | +9.2% | +6.9% |
| 3M | +59.7% | -10.2% | +69.9% | +64.3% |
| 6M | +21.2% | +49.7% | -28.5% | -10.0% |
| YTD | +27.4% | +67.2% | -39.8% | -12.4% |
| 1Y | -29.8% | +98.0% | -127.8% | -56.2% |
| 3Y | -28.5% | +237.2% | -265.6% | -67.3% |
| 5Y | +220.0% | +261.3% | -41.2% | +40.2% |
| All | +240.4% | +286.7% | -46.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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