+20,848.2%
SOXL vs JPM
+1,158.2%
+19,690.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.5% |
| 7D | +18.4% | -0.4% | +18.8% | +18.8% |
| 30D | -3.2% | -1.4% | -1.8% | -1.8% |
| 3M | -37.6% | +13.9% | -51.5% | -50.9% |
| 6M | +136.1% | +23.5% | +112.5% | +63.2% |
| YTD | +199.5% | +11.6% | +187.8% | +143.0% |
| 1Y | +363.2% | +21.4% | +341.9% | +230.3% |
| 3Y | +496.5% | +163.4% | +333.0% | +27.8% |
| 5Y | +184.8% | +152.5% | +32.3% | -23.8% |
| 10Y | +5,399.0% | +592.1% | +4,806.9% | +260.4% |
| All | +20,848.2% | +1,158.2% | +19,690.0% | +655.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling