-100.0%
SOXS vs JAAA
+19.0%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -4.0% |
| 7D | -4.7% | +0.1% | -4.8% | -3.2% |
| 30D | +7.7% | +0.5% | +7.2% | +19.6% |
| 3M | -10.2% | +1.3% | -11.4% | +15.1% |
| 6M | -99.2% | +2.8% | -102.0% | -98.5% |
| YTD | -99.5% | +3.3% | -102.8% | -99.0% |
| 1Y | -99.8% | +4.9% | -104.7% | -99.3% |
| 3Y | -100.0% | +19.0% | -119.0% | -99.9% |
| All | -100.0% | +19.0% | -119.0% | -99.9% |
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