-91.6%
SOXS vs JAAA
+4.8%
-96.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +46.7% | +0.2% | +46.5% | +52.5% |
| 30D | +97.0% | +0.4% | +96.5% | +123.4% |
| 3M | +39.5% | +1.2% | +38.3% | +103.8% |
| 6M | -54.9% | +2.3% | -57.3% | +0.2% |
| YTD | -90.4% | +3.9% | -94.2% | -64.8% |
| 1Y | -91.6% | +4.8% | -96.4% | -62.2% |
| All | -91.6% | +4.8% | -96.4% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling