-91.6%
SOXS vs JD
-9.8%
-81.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.7% | +9.9% |
| 7D | +46.7% | +9.0% | +37.7% | +51.6% |
| 30D | +97.0% | +5.2% | +91.8% | +100.6% |
| 3M | +39.5% | -15.9% | +55.4% | +25.8% |
| 6M | -54.9% | -7.7% | -47.2% | -57.4% |
| YTD | -90.4% | +0.1% | -90.4% | -89.8% |
| 1Y | -91.6% | -9.7% | -81.9% | -92.2% |
| All | -91.6% | -9.8% | -81.8% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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