+4,459.9%
SOXL vs ELF
+334.6%
+4,125.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +8.2% |
| 7D | +16.4% | -1.2% | +17.6% | +17.0% |
| 30D | -12.1% | +5.9% | -18.0% | -16.1% |
| 3M | -41.7% | +99.5% | -141.2% | -63.8% |
| 6M | +157.4% | +26.5% | +130.9% | +109.6% |
| YTD | +193.3% | +37.2% | +156.1% | +120.8% |
| 1Y | +355.3% | -24.4% | +379.8% | +380.9% |
| 3Y | +484.2% | -23.3% | +507.5% | +436.1% |
| 5Y | +182.7% | +245.2% | -62.5% | -5.9% |
| All | +4,459.9% | +334.6% | +4,125.3% | +995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling