-91.6%
SOXS vs JNJ
+51.2%
-142.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +4.9% | +1.4% |
| 7D | +46.7% | +1.9% | +44.7% | +41.0% |
| 30D | +97.0% | +9.2% | +87.7% | +63.2% |
| 3M | +39.5% | +8.9% | +30.6% | +17.8% |
| 6M | -54.9% | +24.6% | -79.5% | -64.2% |
| YTD | -90.4% | +35.7% | -126.1% | -93.1% |
| 1Y | -91.6% | +51.2% | -142.9% | -94.8% |
| All | -91.6% | +51.2% | -142.9% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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