+449.8%
SOXL vs ELF
-30.3%
+480.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -5.7% |
| 7D | +8.5% | -10.8% | +19.3% | +15.3% |
| 30D | -13.0% | +0.8% | -13.8% | -14.2% |
| 3M | -35.9% | +64.8% | -100.7% | -52.8% |
| 6M | +112.1% | +19.0% | +93.1% | +85.0% |
| YTD | +175.4% | +25.9% | +149.5% | +125.3% |
| 1Y | +304.9% | -28.8% | +333.6% | +348.3% |
| All | +449.8% | -30.3% | +480.2% | +474.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling