+316.1%
ELF vs SOXQ
+245.8%
+70.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -2.8% |
| 7D | +4.3% | +2.9% | +1.4% | +2.3% |
| 30D | +7.7% | -13.6% | +21.4% | +14.6% |
| 3M | +24.7% | -12.5% | +37.2% | +30.8% |
| 6M | +114.6% | -12.4% | +127.0% | +115.7% |
| YTD | +55.8% | +49.6% | +6.2% | +11.5% |
| 1Y | +51.9% | +52.0% | 0.0% | +7.4% |
| 3Y | +24.6% | +199.1% | -174.5% | -40.5% |
| 5Y | +279.2% | +192.6% | +86.6% | +79.1% |
| All | +316.1% | +245.8% | +70.3% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling