+226.8%
SOXX vs JAAA
+19.0%
+207.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +0.9% |
| 30D | -3.6% | +0.5% | -4.1% | -6.9% |
| 3M | -10.2% | +1.3% | -11.4% | -17.4% |
| 6M | +54.2% | +2.8% | +51.5% | +28.8% |
| YTD | +75.2% | +3.3% | +71.9% | +42.3% |
| 1Y | +107.5% | +4.9% | +102.6% | +53.1% |
| 3Y | +226.8% | +19.0% | +207.8% | +129.8% |
| All | +226.8% | +19.0% | +207.8% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling