-99.7%
SOXS vs JD
+17.9%
-117.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.5% | +11.9% |
| 7D | -28.4% | -4.1% | -24.3% | -30.6% |
| 30D | +19.4% | +4.6% | +14.8% | +21.2% |
| 3M | +28.2% | -4.7% | +32.9% | +22.5% |
| 6M | -37.7% | -17.4% | -20.4% | -46.4% |
| YTD | -91.6% | +0.7% | -92.3% | -91.4% |
| 1Y | -93.1% | -5.9% | -87.2% | -93.2% |
| 3Y | -99.7% | +18.9% | -118.6% | -99.6% |
| All | -99.7% | +17.9% | -117.6% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling