+478.6%
SOXL vs JCI
+165.4%
+313.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | 0.0% |
| 7D | +3.9% | +0.7% | +3.1% | +2.4% |
| 30D | -14.3% | -4.4% | -9.9% | -4.0% |
| 3M | -45.6% | +1.7% | -47.3% | -41.9% |
| 6M | +117.2% | +8.8% | +108.4% | +119.5% |
| YTD | +189.8% | +22.6% | +167.2% | +124.1% |
| 1Y | +317.7% | +36.2% | +281.5% | +164.5% |
| 3Y | +478.6% | +168.0% | +310.6% | +30.9% |
| All | +478.6% | +165.4% | +313.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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