+4,921.3%
SOXL vs ELV
+280.2%
+4,641.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.8% |
| 7D | +3.9% | +3.2% | +0.7% | +0.7% |
| 30D | -14.3% | +5.4% | -19.7% | -19.0% |
| 3M | -45.6% | +5.4% | -51.0% | -50.2% |
| 6M | +117.2% | +45.7% | +71.5% | +48.8% |
| YTD | +189.8% | +21.2% | +168.6% | +125.2% |
| 1Y | +317.7% | +35.6% | +282.1% | +191.2% |
| 3Y | +478.6% | -2.0% | +480.6% | +366.3% |
| 5Y | +169.5% | +26.0% | +143.5% | +55.1% |
| All | +4,921.3% | +280.2% | +4,641.1% | +1,469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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