-99.8%
SOXS vs ELF
-17.5%
-82.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.1% | -12.3% | -9.3% |
| 7D | -7.0% | +5.4% | -12.3% | -4.6% |
| 30D | +2.8% | +27.0% | -24.2% | +14.8% |
| 3M | -9.8% | +113.2% | -123.0% | +33.5% |
| 6M | -99.2% | +36.6% | -135.8% | -98.8% |
| YTD | -99.5% | +44.2% | -143.7% | -99.2% |
| 1Y | -99.8% | -18.0% | -81.8% | -99.7% |
| All | -99.8% | -17.5% | -82.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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