+357.4%
SOXL vs JPM
+21.8%
+335.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +11.1% |
| 7D | +5.3% | +0.3% | +5.0% | +4.8% |
| 30D | -11.2% | -0.2% | -11.0% | -11.5% |
| 3M | -55.4% | +15.9% | -71.2% | -63.8% |
| 6M | +107.1% | +20.9% | +86.2% | +57.0% |
| YTD | +179.0% | +12.9% | +166.2% | +129.5% |
| 1Y | +357.4% | +20.3% | +337.1% | +246.0% |
| All | +357.4% | +21.8% | +335.5% | +246.0% |
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