-100.0%
SOXS vs JD
+46.5%
-146.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.5% | +12.3% |
| 7D | -28.4% | -4.1% | -24.3% | -31.4% |
| 30D | +19.4% | +4.6% | +14.8% | +21.6% |
| 3M | +28.2% | -4.7% | +32.9% | +20.7% |
| 6M | -37.7% | -17.4% | -20.4% | -48.3% |
| YTD | -91.6% | +0.7% | -92.3% | -91.5% |
| 1Y | -93.1% | -5.9% | -87.2% | -93.3% |
| 3Y | -99.7% | +18.9% | -118.6% | -99.5% |
| 5Y | -99.9% | -62.9% | -37.0% | -99.9% |
| 10Y | -100.0% | +32.5% | -132.5% | -100.0% |
| All | -100.0% | +46.5% | -146.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling