-91.6%
SOXS vs JEPQ
+8.1%
-99.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +15.8% |
| 7D | +46.7% | -4.9% | +51.6% | +2.7% |
| 30D | +97.0% | -6.7% | +103.6% | +26.6% |
| 3M | +39.5% | -3.0% | +42.6% | +27.4% |
| 6M | -54.9% | +1.4% | -56.3% | -16.9% |
| YTD | -90.4% | +6.5% | -96.8% | -71.8% |
| 1Y | -91.6% | +8.4% | -100.0% | -70.6% |
| All | -91.6% | +8.1% | -99.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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