+226.8%
SOXX vs JPM
+162.9%
+63.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | -3.6% | -2.5% | -1.1% | -2.3% |
| 3M | -10.2% | +14.1% | -24.3% | -17.2% |
| 6M | +54.2% | +25.1% | +29.1% | +34.3% |
| YTD | +75.2% | +12.1% | +63.1% | +62.2% |
| 1Y | +107.5% | +18.8% | +88.7% | +84.8% |
| 3Y | +226.8% | +163.4% | +63.3% | +87.1% |
| All | +226.8% | +162.9% | +63.9% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling