-100.0%
SOXS vs ELF
+217.8%
-317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.3% | +12.4% | +5.1% |
| 7D | -9.4% | -10.8% | +1.4% | -16.1% |
| 30D | +6.2% | +0.8% | +5.3% | +6.9% |
| 3M | -28.0% | +64.8% | -92.8% | +6.0% |
| 6M | -99.2% | +19.0% | -118.2% | -98.7% |
| YTD | -99.5% | +25.9% | -125.4% | -99.2% |
| 1Y | -99.7% | -28.8% | -71.0% | -99.7% |
| 3Y | -100.0% | -29.6% | -70.4% | -100.0% |
| 5Y | -100.0% | +216.2% | -316.2% | -99.9% |
| All | -100.0% | +217.8% | -317.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling