-100.0%
SOXS vs JBHT
+183.5%
-283.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.6% | -18.8% | -17.2% |
| 7D | -22.3% | +0.5% | -22.8% | -19.5% |
| 30D | +21.9% | -0.1% | +21.9% | +24.7% |
| 3M | +4.2% | -14.0% | +18.3% | -13.6% |
| 6M | -43.4% | -5.1% | -38.3% | -43.7% |
| YTD | -92.5% | +18.0% | -110.6% | -88.8% |
| 1Y | -93.5% | +36.5% | -130.0% | -87.5% |
| 3Y | -99.7% | +34.8% | -134.5% | -99.2% |
| 5Y | -99.9% | +21.4% | -121.4% | -99.7% |
| 10Y | -100.0% | +178.0% | -278.0% | -100.0% |
| All | -100.0% | +183.5% | -283.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling