-91.6%
SOXS vs JBHT
+34.8%
-126.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +9.7% |
| 7D | +46.7% | +1.7% | +45.0% | +48.7% |
| 30D | +97.0% | -1.2% | +98.1% | +94.3% |
| 3M | +39.5% | -17.1% | +56.7% | +19.0% |
| 6M | -54.9% | -4.4% | -50.5% | -52.9% |
| YTD | -90.4% | +17.5% | -107.9% | -85.7% |
| 1Y | -91.6% | +32.6% | -124.2% | -86.4% |
| All | -91.6% | +34.8% | -126.5% | -86.4% |
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