+55.9%
SOXL vs ELF
-3.2%
+59.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -9.5% |
| 7D | -37.9% | -1.5% | -36.3% | -37.5% |
| 30D | -59.4% | +9.5% | -68.9% | -60.7% |
| 3M | -52.3% | +29.4% | -81.7% | -56.6% |
| 6M | -47.7% | +83.7% | -131.4% | -58.8% |
| YTD | +58.8% | +49.4% | +9.3% | +31.7% |
| 1Y | +55.9% | -3.9% | +59.8% | +50.9% |
| All | +55.9% | -3.2% | +59.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling