+317.7%
SOXL vs ETN
+18.3%
+299.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | -4.9% |
| 7D | +3.9% | +3.5% | +0.3% | -5.1% |
| 30D | -14.3% | -7.5% | -6.8% | +6.1% |
| 3M | -45.6% | +8.3% | -53.9% | -49.5% |
| 6M | +117.2% | +20.2% | +97.0% | +77.2% |
| YTD | +189.8% | +34.7% | +155.2% | +77.8% |
| 1Y | +317.7% | +19.4% | +298.3% | +292.8% |
| All | +317.7% | +18.3% | +299.5% | +292.8% |
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