-100.0%
SOXS vs JCI
+1,074.0%
-1,174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -3.9% |
| 7D | -16.6% | +4.1% | -20.6% | -9.4% |
| 30D | -4.4% | -3.8% | -0.5% | -10.6% |
| 3M | -26.2% | -1.6% | -24.6% | -15.6% |
| 6M | -99.3% | +9.5% | -108.8% | -98.3% |
| YTD | -99.5% | +21.7% | -121.3% | -98.7% |
| 1Y | -99.8% | +37.1% | -136.9% | -99.2% |
| 3Y | -100.0% | +165.2% | -265.2% | -99.6% |
| 5Y | -100.0% | +110.3% | -210.3% | -99.9% |
| 10Y | -100.0% | +341.0% | -441.0% | -100.0% |
| All | -100.0% | +1,074.0% | -1,174.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling