+163.4%
JPM vs SOXQ
+232.9%
-69.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -0.7% | +0.8% | -1.4% | -0.8% |
| 30D | -2.5% | -4.6% | +2.1% | -1.7% |
| 3M | +14.1% | -10.2% | +24.3% | +15.4% |
| 6M | +25.1% | +49.7% | -24.6% | +10.1% |
| YTD | +12.1% | +67.2% | -55.1% | -4.3% |
| 1Y | +18.8% | +98.0% | -79.2% | -3.4% |
| 3Y | +163.4% | +237.2% | -73.7% | +82.5% |
| All | +163.4% | +232.9% | -69.5% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling