-100.0%
SOXS vs ELV
-2.5%
-97.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.1% |
| 7D | -4.7% | +2.8% | -7.5% | -4.7% |
| 30D | +7.7% | +4.9% | +2.8% | +7.8% |
| 3M | -10.2% | +4.9% | -15.0% | -10.3% |
| 6M | -99.2% | +45.1% | -144.3% | -99.2% |
| YTD | -99.5% | +20.7% | -120.2% | -99.5% |
| 1Y | -99.8% | +35.0% | -134.8% | -99.8% |
| 3Y | -100.0% | -2.4% | -97.6% | -100.0% |
| All | -100.0% | -2.5% | -97.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling