+113.9%
SOXX vs JPM
+21.8%
+92.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -2.0% | -0.2% | -1.9% | -2.0% |
| 3M | -13.7% | +15.9% | -29.6% | -19.4% |
| 6M | +52.4% | +20.9% | +31.4% | +38.4% |
| YTD | +72.8% | +12.9% | +59.9% | +61.2% |
| 1Y | +113.9% | +20.3% | +93.6% | +93.1% |
| All | +113.9% | +21.8% | +92.1% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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