+317.7%
SOXL vs ELF
-28.2%
+346.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.8% |
| 7D | +3.9% | -11.6% | +15.5% | +8.9% |
| 30D | -14.3% | +4.6% | -18.9% | -16.3% |
| 3M | -45.6% | +59.7% | -105.3% | -56.1% |
| 6M | +117.2% | +21.2% | +96.0% | +96.8% |
| YTD | +189.8% | +27.4% | +162.4% | +148.3% |
| 1Y | +317.7% | -29.8% | +347.6% | +407.5% |
| All | +317.7% | -28.2% | +346.0% | +407.5% |
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