-54.7%
JD vs SOXQ
+283.8%
-338.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.4% |
| 7D | -1.7% | +2.3% | -4.0% | -2.7% |
| 30D | -13.2% | -2.3% | -10.9% | -12.7% |
| 3M | -3.2% | -13.8% | +10.6% | +0.1% |
| 6M | +15.2% | +48.6% | -33.4% | -10.7% |
| YTD | +2.0% | +66.0% | -64.0% | -25.7% |
| 1Y | -5.4% | +107.9% | -113.2% | -39.3% |
| 3Y | -9.1% | +224.1% | -233.3% | -58.8% |
| 5Y | -59.6% | +256.6% | -316.2% | -83.4% |
| All | -54.7% | +283.8% | -338.5% | -82.1% |
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