-99.6%
SOXS vs JBHT
+27.4%
-127.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.7% | -12.0% | -13.4% |
| 7D | +36.2% | -1.6% | +37.8% | +34.8% |
| 30D | +131.5% | -2.3% | +133.8% | +126.7% |
| 3M | +60.5% | -18.5% | +79.0% | +30.1% |
| 6M | -25.9% | -11.3% | -14.7% | -31.0% |
| YTD | -88.3% | +12.6% | -100.9% | -84.3% |
| 1Y | -89.6% | +29.8% | -119.4% | -83.1% |
| 3Y | -99.6% | +28.1% | -127.7% | -99.0% |
| All | -99.6% | +27.4% | -127.0% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling