-100.0%
SOXS vs ELV
+704.1%
-804.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -3.1% |
| 7D | -16.6% | -2.2% | -14.4% | -18.5% |
| 30D | -4.4% | -0.2% | -4.2% | -5.2% |
| 3M | -26.2% | -6.1% | -20.1% | -31.7% |
| 6M | -99.3% | +42.8% | -142.1% | -99.3% |
| YTD | -99.5% | +14.4% | -113.9% | -99.6% |
| 1Y | -99.8% | +28.6% | -128.4% | -99.8% |
| 3Y | -100.0% | -7.4% | -92.6% | -100.0% |
| 5Y | -100.0% | +14.5% | -114.5% | -100.0% |
| 10Y | -100.0% | +257.4% | -357.4% | -100.0% |
| All | -100.0% | +704.1% | -804.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling