+55.9%
SOXL vs JHX
+44.7%
+11.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.3% | -17.1% | -16.1% |
| 7D | -37.9% | +13.3% | -51.2% | -45.9% |
| 30D | -59.4% | +17.1% | -76.6% | -66.2% |
| 3M | -52.3% | +4.1% | -56.4% | -55.4% |
| 6M | -47.7% | +48.5% | -96.2% | -66.6% |
| YTD | +58.8% | +42.3% | +16.5% | +10.4% |
| 1Y | +55.9% | +47.4% | +8.5% | +7.7% |
| All | +55.9% | +44.7% | +11.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling