-87.2%
SOXS vs JEPI
+7.1%
-94.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.3% | +42.5% | +20.4% |
| 7D | +94.9% | -2.7% | +97.5% | +72.6% |
| 30D | +174.1% | -0.3% | +174.4% | +173.6% |
| 3M | +82.4% | -1.3% | +83.7% | +74.0% |
| 6M | -27.7% | +2.5% | -30.2% | -14.4% |
| YTD | -86.6% | +4.0% | -90.6% | -80.7% |
| 1Y | -87.2% | +6.8% | -94.0% | -77.1% |
| All | -87.2% | +7.1% | -94.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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