-100.0%
SOXS vs ELF
+334.6%
-434.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -8.0% |
| 7D | -15.6% | -1.2% | -14.4% | -16.2% |
| 30D | +4.8% | +5.9% | -1.2% | +8.8% |
| 3M | -21.6% | +99.5% | -121.2% | +26.0% |
| 6M | -99.3% | +26.5% | -125.9% | -99.0% |
| YTD | -99.5% | +37.2% | -136.7% | -99.2% |
| 1Y | -99.8% | -24.4% | -75.4% | -99.7% |
| 3Y | -100.0% | -23.3% | -76.7% | -100.0% |
| 5Y | -100.0% | +245.2% | -345.2% | -100.0% |
| All | -100.0% | +334.6% | -434.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling