+478.6%
SOXL vs ELV
-2.1%
+480.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.2% |
| 7D | +3.9% | +3.2% | +0.7% | +3.7% |
| 30D | -14.3% | +5.4% | -19.7% | -14.6% |
| 3M | -45.6% | +5.4% | -51.0% | -45.8% |
| 6M | +117.2% | +45.7% | +71.5% | +102.6% |
| YTD | +189.8% | +21.2% | +168.6% | +174.4% |
| 1Y | +317.7% | +35.6% | +282.1% | +291.7% |
| 3Y | +478.6% | -2.0% | +480.6% | +488.9% |
| All | +478.6% | -2.1% | +480.7% | +488.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling