+226.8%
SOXX vs ETN
+86.8%
+140.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -1.4% |
| 7D | +1.4% | +3.5% | -2.1% | -1.6% |
| 30D | -3.6% | -7.5% | +3.9% | +2.7% |
| 3M | -10.2% | +8.3% | -18.5% | -15.8% |
| 6M | +54.2% | +20.2% | +34.1% | +33.2% |
| YTD | +75.2% | +34.7% | +40.5% | +37.5% |
| 1Y | +107.5% | +19.4% | +88.1% | +79.1% |
| 3Y | +226.8% | +85.5% | +141.3% | +102.0% |
| All | +226.8% | +86.8% | +140.0% | +102.0% |
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 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