-100.0%
SOXS vs JCI
+348.5%
-448.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -1.1% |
| 7D | -4.7% | +0.7% | -5.5% | -2.9% |
| 30D | +7.7% | -4.4% | +12.2% | -0.1% |
| 3M | -10.2% | +1.7% | -11.8% | +7.4% |
| 6M | -99.2% | +8.8% | -108.0% | -98.2% |
| YTD | -99.5% | +22.6% | -122.2% | -98.6% |
| 1Y | -99.8% | +36.2% | -136.0% | -99.1% |
| 3Y | -100.0% | +168.0% | -268.0% | -99.6% |
| 5Y | -100.0% | +113.5% | -213.5% | -99.9% |
| All | -100.0% | +348.5% | -448.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling