-100.0%
SOXS vs JD
+48.3%
-148.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.9% | -12.1% | -8.7% |
| 7D | -7.0% | -1.7% | -5.3% | -8.0% |
| 30D | +2.8% | -13.2% | +15.9% | -8.6% |
| 3M | -9.8% | -3.2% | -6.7% | -13.4% |
| 6M | -99.2% | +15.2% | -114.4% | -99.3% |
| YTD | -99.5% | +2.0% | -101.5% | -99.6% |
| 1Y | -99.8% | -5.4% | -94.4% | -99.8% |
| 3Y | -100.0% | -9.1% | -90.9% | -100.0% |
| 5Y | -100.0% | -59.6% | -40.4% | -100.0% |
| 10Y | -100.0% | +26.2% | -126.2% | -100.0% |
| All | -100.0% | +48.3% | -148.3% | -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