+1,537.1%
SOXX vs ELV
+280.2%
+1,256.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.4% | +3.2% | -1.8% | +0.4% |
| 30D | -3.6% | +5.4% | -8.9% | -5.1% |
| 3M | -10.2% | +5.4% | -15.5% | -12.1% |
| 6M | +54.2% | +45.7% | +8.5% | +36.7% |
| YTD | +75.2% | +21.2% | +54.0% | +62.4% |
| 1Y | +107.5% | +35.6% | +71.9% | +85.2% |
| 3Y | +226.8% | -2.0% | +228.8% | +212.1% |
| 5Y | +251.2% | +26.0% | +225.2% | +195.3% |
| All | +1,537.1% | +280.2% | +1,256.9% | +921.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling