-23.3%
ELF vs SOXQ
+237.4%
-260.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.5% |
| 7D | -1.2% | +5.3% | -6.5% | -3.8% |
| 30D | +5.9% | -3.7% | +9.6% | +7.6% |
| 3M | +99.5% | -7.8% | +107.3% | +101.3% |
| 6M | +26.5% | +58.4% | -31.8% | -12.9% |
| YTD | +37.2% | +68.1% | -31.0% | -10.2% |
| 1Y | -24.4% | +105.4% | -129.8% | -56.6% |
| 3Y | -23.3% | +239.2% | -262.5% | -68.4% |
| All | -23.3% | +237.4% | -260.7% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling