+357.4%
SOXL vs ETN
+20.7%
+336.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +1.0% |
| 7D | +5.3% | +2.0% | +3.3% | +0.4% |
| 30D | -11.2% | -7.9% | -3.3% | +11.0% |
| 3M | -55.4% | -1.6% | -53.7% | -44.2% |
| 6M | +107.1% | +16.9% | +90.3% | +84.1% |
| YTD | +179.0% | +30.1% | +149.0% | +90.6% |
| 1Y | +357.4% | +19.3% | +338.1% | +371.8% |
| All | +357.4% | +20.7% | +336.7% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling