+525.8%
SOXL vs JAAA
+29.4%
+496.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +4.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.3% |
| 30D | -14.3% | +0.5% | -14.8% | -17.5% |
| 3M | -45.6% | +1.3% | -46.9% | -50.4% |
| 6M | +117.2% | +2.8% | +114.4% | +79.2% |
| YTD | +189.8% | +3.3% | +186.6% | +133.2% |
| 1Y | +317.7% | +4.9% | +312.8% | +205.1% |
| 3Y | +478.6% | +19.0% | +459.7% | +222.8% |
| 5Y | +169.5% | +26.9% | +142.6% | +26.6% |
| All | +525.8% | +29.4% | +496.4% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling