+1,449.3%
SOXX vs ELF
+299.0%
+1,150.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.8% |
| 7D | +3.0% | -10.8% | +13.9% | +5.5% |
| 30D | -3.1% | +0.8% | -3.9% | -3.6% |
| 3M | -4.4% | +64.8% | -69.2% | -14.8% |
| 6M | +52.9% | +19.0% | +33.9% | +44.9% |
| YTD | +72.0% | +25.9% | +46.1% | +59.4% |
| 1Y | +105.1% | -28.8% | +133.9% | +110.6% |
| 3Y | +220.6% | -29.6% | +250.2% | +203.6% |
| 5Y | +244.8% | +216.2% | +28.6% | +123.4% |
| All | +1,449.3% | +299.0% | +1,150.3% | +749.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling