+54.2%
SOXX vs ETN
+18.4%
+35.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -1.8% |
| 7D | +1.4% | +3.5% | -2.1% | -1.9% |
| 30D | -3.6% | -7.5% | +3.9% | +3.7% |
| 3M | -10.2% | +8.3% | -18.5% | -16.5% |
| 6M | +54.2% | +20.2% | +34.1% | +27.8% |
| All | +54.2% | +18.4% | +35.8% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling