+86.8%
JNJ vs SOXQ
+279.9%
-193.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.4% |
| 7D | -4.3% | +2.3% | -6.7% | -4.2% |
| 30D | +3.0% | -3.9% | +6.9% | +2.9% |
| 3M | +12.2% | -4.7% | +17.0% | +12.1% |
| 6M | +10.5% | +47.9% | -37.4% | +10.9% |
| YTD | +30.8% | +64.3% | -33.6% | +31.5% |
| 1Y | +54.9% | +95.7% | -40.8% | +56.2% |
| 3Y | +80.7% | +231.5% | -150.9% | +78.2% |
| 5Y | +83.4% | +255.0% | -171.6% | +74.1% |
| All | +86.8% | +279.9% | -193.2% | +76.3% |
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