+401.0%
SOXX vs JAAA
+29.3%
+371.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | +0.1% | +3.0% | +2.8% |
| 30D | -3.1% | +0.4% | -3.6% | -4.1% |
| 3M | -4.4% | +1.2% | -5.6% | -7.1% |
| 6M | +52.9% | +2.7% | +50.2% | +43.8% |
| YTD | +72.0% | +3.2% | +68.8% | +60.1% |
| 1Y | +105.1% | +4.8% | +100.3% | +84.9% |
| 3Y | +220.6% | +19.0% | +201.6% | +161.8% |
| 5Y | +244.8% | +26.8% | +218.0% | +165.6% |
| All | +401.0% | +29.3% | +371.8% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling