+113.9%
SOXX vs JCI
+37.7%
+76.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +1.8% |
| 7D | +2.2% | +3.8% | -1.6% | -1.1% |
| 30D | -2.0% | -5.7% | +3.6% | +3.0% |
| 3M | -13.7% | -1.4% | -12.3% | -12.3% |
| 6M | +52.4% | +4.1% | +48.2% | +48.2% |
| YTD | +72.8% | +21.7% | +51.1% | +55.4% |
| 1Y | +113.9% | +36.1% | +77.8% | +79.2% |
| All | +113.9% | +37.7% | +76.2% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling