-91.6%
SOXS vs ELV
+42.6%
-134.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.8% | +7.6% |
| 7D | +46.7% | +4.8% | +41.9% | +45.0% |
| 30D | +97.0% | +10.1% | +86.9% | +94.8% |
| 3M | +39.5% | +15.4% | +24.2% | +38.7% |
| 6M | -54.9% | +17.7% | -72.7% | -54.5% |
| YTD | -90.4% | +25.7% | -116.1% | -88.9% |
| 1Y | -91.6% | +39.9% | -131.5% | -90.2% |
| All | -91.6% | +42.6% | -134.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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