+4,406.3%
SOXL vs ELF
+303.8%
+4,102.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.5% |
| 7D | +3.9% | -11.6% | +15.5% | +11.9% |
| 30D | -14.3% | +4.6% | -18.9% | -17.5% |
| 3M | -45.6% | +59.7% | -105.3% | -61.0% |
| 6M | +117.2% | +21.2% | +96.0% | +82.8% |
| YTD | +189.8% | +27.4% | +162.4% | +128.6% |
| 1Y | +317.7% | -29.8% | +347.6% | +363.0% |
| 3Y | +478.6% | -28.5% | +507.1% | +454.5% |
| 5Y | +169.5% | +220.0% | -50.5% | -5.9% |
| All | +4,406.3% | +303.8% | +4,102.5% | +1,033.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling