+1,075.6%
SOXL vs ELAN
-28.2%
+1,103.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +3.9% |
| 7D | +3.9% | -5.4% | +9.3% | +9.6% |
| 30D | -14.3% | +4.7% | -19.0% | -19.0% |
| 3M | -45.6% | -3.7% | -42.0% | -46.0% |
| 6M | +117.2% | -1.2% | +118.4% | +116.3% |
| YTD | +189.8% | +2.4% | +187.5% | +182.5% |
| 1Y | +317.7% | +23.4% | +294.4% | +237.3% |
| 3Y | +478.6% | +96.7% | +381.9% | +154.2% |
| 5Y | +169.5% | -30.6% | +200.1% | +302.3% |
| All | +1,075.6% | -28.2% | +1,103.7% | +1,409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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