+20,848.2%
SOXL vs JCI
+1,074.0%
+19,774.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +4.0% |
| 7D | +18.4% | +4.1% | +14.3% | +9.7% |
| 30D | -3.2% | -3.8% | +0.7% | +4.7% |
| 3M | -37.6% | -1.6% | -35.9% | -28.4% |
| 6M | +136.1% | +9.5% | +126.5% | +138.4% |
| YTD | +199.5% | +21.7% | +177.7% | +144.8% |
| 1Y | +363.2% | +37.1% | +326.1% | +211.8% |
| 3Y | +496.5% | +165.2% | +331.3% | +48.1% |
| 5Y | +184.8% | +110.3% | +74.5% | +34.9% |
| 10Y | +5,399.0% | +341.0% | +5,058.0% | +730.3% |
| All | +20,848.2% | +1,074.0% | +19,774.1% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling