+2,502.1%
SOXX vs JPM
+1,606.7%
+895.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -2.3% | +5.4% | +4.2% |
| 30D | -3.1% | -2.3% | -0.8% | -2.1% |
| 3M | -4.4% | +14.9% | -19.3% | -10.8% |
| 6M | +52.9% | +23.6% | +29.3% | +37.7% |
| YTD | +72.0% | +11.3% | +60.7% | +62.5% |
| 1Y | +105.1% | +19.9% | +85.2% | +86.8% |
| 3Y | +220.6% | +162.6% | +58.0% | +100.5% |
| 5Y | +244.8% | +154.6% | +90.2% | +117.7% |
| 10Y | +1,537.1% | +589.9% | +947.3% | +536.0% |
| All | +2,502.1% | +1,606.7% | +895.4% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling