+52.5%
SOXX vs JCI
+27.0%
+25.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.1% | +2.5% |
| 7D | -13.7% | -10.7% | -3.0% | -4.4% |
| 30D | -23.6% | -10.4% | -13.2% | -15.6% |
| 3M | -16.9% | -8.3% | -8.6% | -10.2% |
| 6M | -2.4% | -2.1% | -0.3% | +0.4% |
| YTD | +49.8% | +18.4% | +31.5% | +40.9% |
| 1Y | +52.5% | +27.7% | +24.9% | +37.7% |
| All | +52.5% | +27.0% | +25.5% | +37.7% |
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