+55.9%
SOXL vs JPM
+17.0%
+38.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -13.2% |
| 7D | -37.9% | +3.8% | -41.7% | -40.3% |
| 30D | -59.4% | +6.5% | -65.9% | -62.5% |
| 3M | -52.3% | -1.0% | -51.3% | -51.9% |
| 6M | -47.7% | +15.5% | -63.2% | -57.2% |
| YTD | +58.8% | +11.4% | +47.4% | +32.1% |
| 1Y | +55.9% | +16.1% | +39.8% | +19.3% |
| All | +55.9% | +17.0% | +38.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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