-100.0%
SOXS vs JAAA
+29.4%
-129.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.2% |
| 30D | +7.7% | +0.5% | +7.2% | +11.8% |
| 3M | -10.2% | +1.3% | -11.4% | -1.9% |
| 6M | -99.2% | +2.8% | -102.0% | -99.0% |
| YTD | -99.5% | +3.3% | -102.8% | -99.4% |
| 1Y | -99.8% | +4.9% | -104.7% | -99.7% |
| 3Y | -100.0% | +19.0% | -119.0% | -100.0% |
| 5Y | -100.0% | +26.9% | -126.9% | -100.0% |
| All | -100.0% | +29.4% | -129.4% | -100.0% |
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