+2,502.1%
SOXX vs JCI
+176.4%
+2,325.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | -3.1% | -7.7% | +4.6% | -0.1% |
| 3M | -4.4% | +2.8% | -7.2% | -4.8% |
| 6M | +52.9% | +7.2% | +45.6% | +50.2% |
| YTD | +72.0% | +20.0% | +52.1% | +61.8% |
| 1Y | +105.1% | +33.3% | +71.9% | +85.7% |
| 3Y | +220.6% | +161.3% | +59.3% | +128.5% |
| 5Y | +244.8% | +108.8% | +136.0% | +165.5% |
| 10Y | +1,537.1% | +334.6% | +1,202.6% | +874.3% |
| All | +2,502.1% | +176.4% | +2,325.7% | +1,321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling