+289.1%
SOXQ vs JAAA
+27.2%
+261.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -0.5% | +0.5% | -1.0% | -1.6% |
| 3M | -5.6% | +1.2% | -6.9% | -8.5% |
| 6M | +53.0% | +2.7% | +50.3% | +43.4% |
| YTD | +68.8% | +3.2% | +65.6% | +56.7% |
| 1Y | +105.7% | +4.8% | +100.9% | +84.9% |
| 3Y | +240.5% | +19.0% | +221.5% | +179.4% |
| 5Y | +266.8% | +26.8% | +240.0% | +180.6% |
| All | +289.1% | +27.2% | +261.8% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling