-100.0%
SOXS vs JPM
+154.7%
-254.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -4.1% |
| 7D | -4.7% | -0.7% | -4.1% | -6.0% |
| 30D | +7.7% | -2.5% | +10.2% | +1.9% |
| 3M | -10.2% | +14.1% | -24.3% | +16.0% |
| 6M | -99.2% | +25.1% | -124.3% | -98.7% |
| YTD | -99.5% | +12.1% | -111.6% | -99.3% |
| 1Y | -99.8% | +18.8% | -118.6% | -99.6% |
| 3Y | -100.0% | +163.4% | -263.4% | -99.8% |
| All | -100.0% | +154.7% | -254.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 5y: compounded portfolio wealth divided by compounded JPM 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…
5y analysis · Full analysis span regression · 6 months rolling