-100.0%
SOXS vs JPM
+1,153.9%
-1,253.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -7.3% |
| 7D | -15.6% | -0.4% | -15.2% | -16.5% |
| 30D | +4.8% | -1.1% | +5.9% | +2.0% |
| 3M | -21.6% | +14.1% | -35.8% | -0.6% |
| 6M | -99.3% | +23.3% | -122.6% | -99.0% |
| YTD | -99.5% | +11.3% | -110.8% | -99.4% |
| 1Y | -99.8% | +23.0% | -122.8% | -99.6% |
| 3Y | -100.0% | +162.6% | -262.5% | -99.9% |
| 5Y | -100.0% | +152.8% | -252.8% | -100.0% |
| 10Y | -100.0% | +583.6% | -683.6% | -100.0% |
| All | -100.0% | +1,153.9% | -1,253.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling