-99.8%
SOXS vs JEPQ
+21.4%
-121.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -7.8% |
| 7D | -7.0% | +0.7% | -7.7% | -1.6% |
| 30D | +2.8% | +2.0% | +0.8% | +22.9% |
| 3M | -9.8% | +2.0% | -11.8% | +57.2% |
| 6M | -99.2% | +10.4% | -109.6% | -95.1% |
| YTD | -99.5% | +11.6% | -111.1% | -96.5% |
| 1Y | -99.8% | +20.7% | -120.5% | -97.1% |
| All | -99.8% | +21.4% | -121.2% | -97.1% |
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