+4,921.3%
SOXL vs JPM
+600.5%
+4,320.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +3.9% |
| 7D | +3.9% | -0.7% | +4.5% | +5.0% |
| 30D | -14.3% | -2.5% | -11.9% | -11.5% |
| 3M | -45.6% | +14.1% | -59.8% | -57.8% |
| 6M | +117.2% | +25.1% | +92.1% | +46.1% |
| YTD | +189.8% | +12.1% | +177.7% | +132.6% |
| 1Y | +317.7% | +18.8% | +298.9% | +206.7% |
| 3Y | +478.6% | +163.4% | +315.2% | +20.3% |
| 5Y | +169.5% | +156.5% | +13.0% | -32.8% |
| All | +4,921.3% | +600.5% | +4,320.8% | +468.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling