-99.8%
SOXS vs JBHT
+89.9%
-189.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.8% | -13.0% | -7.5% |
| 7D | -7.0% | +4.9% | -11.9% | -2.2% |
| 30D | +2.8% | +0.6% | +2.2% | +5.3% |
| 3M | -9.8% | -3.2% | -6.6% | -9.0% |
| 6M | -99.2% | +17.0% | -116.1% | -98.5% |
| YTD | -99.5% | +41.7% | -141.2% | -99.0% |
| 1Y | -99.8% | +90.0% | -189.8% | -99.5% |
| All | -99.8% | +89.9% | -189.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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