+410.4%
SOXX vs JAAA
+29.4%
+381.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -3.6% | +0.5% | -4.1% | -4.8% |
| 3M | -10.2% | +1.3% | -11.4% | -12.8% |
| 6M | +54.2% | +2.8% | +51.5% | +44.7% |
| YTD | +75.2% | +3.3% | +71.9% | +62.8% |
| 1Y | +107.5% | +4.9% | +102.6% | +86.6% |
| 3Y | +226.8% | +19.0% | +207.8% | +166.4% |
| 5Y | +251.2% | +26.9% | +224.3% | +170.1% |
| All | +410.4% | +29.4% | +381.0% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling