+458.5%
JBL vs SOXQ
+286.7%
+171.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +3.8% |
| 7D | +2.4% | +0.8% | +1.7% | +1.9% |
| 30D | -13.1% | -4.6% | -8.5% | -10.1% |
| 3M | -15.6% | -10.2% | -5.4% | -9.9% |
| 6M | +24.6% | +49.7% | -25.1% | -6.0% |
| YTD | +39.6% | +67.2% | -27.6% | -2.0% |
| 1Y | +48.6% | +98.0% | -49.4% | -6.6% |
| 3Y | +197.3% | +237.2% | -39.9% | +27.8% |
| 5Y | +413.0% | +261.3% | +151.7% | +102.2% |
| All | +458.5% | +286.7% | +171.8% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling