+138.2%
JCI vs SOXQ
+290.2%
-152.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +4.1% | +5.2% | -1.2% | +1.8% |
| 30D | -3.8% | -0.5% | -3.3% | -3.8% |
| 3M | -1.6% | -5.6% | +4.0% | -0.3% |
| 6M | +9.5% | +53.0% | -43.5% | -10.9% |
| YTD | +21.7% | +68.8% | -47.0% | -5.6% |
| 1Y | +37.1% | +105.7% | -68.6% | -3.1% |
| 3Y | +165.2% | +240.5% | -75.3% | +44.5% |
| 5Y | +110.3% | +266.8% | -156.5% | +7.0% |
| All | +138.2% | +290.2% | -152.0% | +20.8% |
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