-100.0%
SOXS vs ETN
+86.8%
-186.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.0% | -9.5% | +4.5% |
| 7D | -4.7% | +3.5% | -8.3% | +4.6% |
| 30D | +7.7% | -7.5% | +15.3% | -8.5% |
| 3M | -10.2% | +8.3% | -18.5% | +44.3% |
| 6M | -99.2% | +20.2% | -119.4% | -95.5% |
| YTD | -99.5% | +34.7% | -134.2% | -96.2% |
| 1Y | -99.8% | +19.4% | -119.2% | -98.4% |
| 3Y | -100.0% | +85.5% | -185.5% | -99.3% |
| All | -100.0% | +86.8% | -186.8% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling