+55.9%
SOXL vs ETN
-1.0%
+56.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.9% | +1.1% | +15.6% |
| 7D | -37.9% | -10.1% | -27.8% | -18.7% |
| 30D | -59.4% | -18.4% | -41.0% | -29.7% |
| 3M | -52.3% | -20.4% | -31.9% | -9.1% |
| 6M | -47.7% | -16.0% | -31.7% | +4.8% |
| YTD | +58.8% | +11.8% | +47.0% | +66.5% |
| 1Y | +55.9% | -5.5% | +61.4% | +162.8% |
| All | +55.9% | -1.0% | +56.9% | +162.8% |
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