+140.0%
JCI vs SOXQ
+286.7%
-146.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.5% |
| 7D | +0.7% | +0.8% | 0.0% | +0.4% |
| 30D | -4.4% | -4.6% | +0.1% | -2.6% |
| 3M | +1.7% | -10.2% | +11.8% | +5.3% |
| 6M | +8.8% | +49.7% | -40.9% | -10.7% |
| YTD | +22.6% | +67.2% | -44.6% | -4.5% |
| 1Y | +36.2% | +98.0% | -61.8% | -2.1% |
| 3Y | +168.0% | +237.2% | -69.1% | +46.7% |
| 5Y | +113.5% | +261.3% | -147.8% | +9.1% |
| All | +140.0% | +286.7% | -146.7% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling