-91.6%
SOXS vs EL
+25.6%
-117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.3% | +2.5% | +10.8% |
| 7D | +46.7% | +2.5% | +44.2% | +47.8% |
| 30D | +97.0% | +20.1% | +76.9% | +110.0% |
| 3M | +39.5% | +29.3% | +10.3% | +53.4% |
| 6M | -54.9% | +38.8% | -93.7% | -47.6% |
| YTD | -90.4% | +8.1% | -98.5% | -88.5% |
| 1Y | -91.6% | +22.3% | -114.0% | -88.2% |
| All | -91.6% | +25.6% | -117.3% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling