+19,165.6%
SOXL vs ELV
+743.8%
+18,421.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.9% | -13.0% | -12.7% |
| 7D | +8.5% | +0.4% | +8.0% | +7.0% |
| 30D | -13.0% | +6.7% | -19.7% | -19.5% |
| 3M | -35.9% | +3.0% | -38.9% | -41.2% |
| 6M | +112.1% | +48.0% | +64.1% | +34.1% |
| YTD | +175.4% | +20.0% | +155.4% | +106.2% |
| 1Y | +304.9% | +37.9% | +267.0% | +160.1% |
| 3Y | +448.6% | -2.8% | +451.4% | +322.2% |
| 5Y | +156.1% | +24.8% | +131.3% | +38.5% |
| 10Y | +4,957.3% | +275.1% | +4,682.2% | +665.7% |
| All | +19,165.6% | +743.8% | +18,421.8% | +727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling