+237.2%
SOXQ vs JAAA
+19.0%
+218.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.2% |
| 30D | -4.6% | +0.5% | -5.1% | -7.8% |
| 3M | -10.2% | +1.3% | -11.4% | -17.3% |
| 6M | +49.7% | +2.8% | +46.9% | +25.1% |
| YTD | +67.2% | +3.3% | +64.0% | +36.1% |
| 1Y | +98.0% | +4.9% | +93.1% | +46.5% |
| 3Y | +237.2% | +19.0% | +218.2% | +145.7% |
| All | +237.2% | +19.0% | +218.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling