+360.5%
SOXX vs ETN
-1.0%
+361.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.9% | +6.7% | +4.0% |
| 7D | +158.9% | -10.1% | +169.0% | +179.5% |
| 30D | +129.2% | -18.4% | +147.6% | +168.9% |
| 3M | +149.7% | -20.4% | +170.1% | +198.7% |
| 6M | +193.4% | -16.0% | +209.4% | +234.6% |
| YTD | +351.0% | +11.8% | +339.3% | +305.0% |
| 1Y | +360.5% | -5.5% | +366.0% | +379.0% |
| All | +360.5% | -1.0% | +361.5% | +379.0% |
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