-100.0%
SOXS vs JD
-62.5%
-37.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.1% |
| 7D | -9.4% | -2.6% | -6.8% | -10.9% |
| 30D | +6.2% | -15.4% | +21.5% | -5.3% |
| 3M | -28.0% | -5.0% | -23.0% | -31.3% |
| 6M | -99.2% | +0.9% | -100.1% | -99.3% |
| YTD | -99.5% | -2.5% | -97.0% | -99.6% |
| 1Y | -99.7% | -16.0% | -83.7% | -99.8% |
| 3Y | -100.0% | -8.5% | -91.4% | -100.0% |
| 5Y | -100.0% | -61.8% | -38.2% | -100.0% |
| All | -100.0% | -62.5% | -37.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling