-100.0%
SOXS vs EL
+304.2%
-404.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -7.5% |
| 7D | -15.6% | +1.7% | -17.3% | -13.6% |
| 30D | +4.8% | +15.5% | -10.7% | +24.1% |
| 3M | -21.6% | +20.6% | -42.2% | -0.4% |
| 6M | -99.3% | +10.5% | -109.8% | -99.6% |
| YTD | -99.5% | -1.9% | -97.6% | -99.7% |
| 1Y | -99.8% | +16.1% | -115.9% | -99.8% |
| 3Y | -100.0% | -30.2% | -69.8% | -100.0% |
| 5Y | -100.0% | -67.4% | -32.6% | -100.0% |
| 10Y | -100.0% | +31.2% | -131.2% | -100.0% |
| All | -100.0% | +304.2% | -404.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling