-99.8%
SOXS vs ELV
+36.0%
-135.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.6% |
| 7D | -4.7% | +3.2% | -7.9% | -5.2% |
| 30D | +7.7% | +5.4% | +2.4% | +7.1% |
| 3M | -10.2% | +5.4% | -15.5% | -11.3% |
| 6M | -99.2% | +45.7% | -144.9% | -99.1% |
| YTD | -99.5% | +21.2% | -120.7% | -99.5% |
| 1Y | -99.8% | +35.6% | -135.4% | -99.7% |
| All | -99.8% | +36.0% | -135.8% | -99.7% |
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