-61.8%
JD vs SOXQ
+251.3%
-313.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.2% |
| 7D | -2.6% | +2.3% | -4.9% | -3.6% |
| 30D | -15.4% | -3.9% | -11.4% | -14.2% |
| 3M | -5.0% | -4.7% | -0.3% | -6.1% |
| 6M | +0.9% | +47.9% | -47.0% | -21.5% |
| YTD | -2.5% | +64.3% | -66.8% | -28.7% |
| 1Y | -16.0% | +95.7% | -111.7% | -44.4% |
| 3Y | -8.5% | +231.5% | -240.0% | -59.5% |
| 5Y | -61.8% | +255.0% | -316.7% | -84.3% |
| All | -61.8% | +251.3% | -313.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling