+226.8%
SOXX vs ELF
-29.5%
+256.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +1.4% | -11.6% | +13.0% | +3.7% |
| 30D | -3.6% | +4.6% | -8.2% | -4.6% |
| 3M | -10.2% | +59.7% | -69.9% | -18.4% |
| 6M | +54.2% | +21.2% | +33.0% | +46.7% |
| YTD | +75.2% | +27.4% | +47.8% | +63.4% |
| 1Y | +107.5% | -29.8% | +137.3% | +114.2% |
| 3Y | +226.8% | -28.5% | +255.2% | +215.9% |
| All | +226.8% | -29.5% | +256.2% | +215.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling