-99.7%
SOXS vs JBHT
+35.7%
-135.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -43.7% | +4.2% | -47.9% | -40.3% |
| 30D | +22.2% | -0.4% | +22.6% | +24.3% |
| 3M | +13.0% | -17.3% | +30.3% | -6.3% |
| 6M | -47.7% | -3.5% | -44.2% | -45.7% |
| YTD | -92.5% | +18.0% | -110.5% | -89.2% |
| 1Y | -93.1% | +35.5% | -128.7% | -88.1% |
| All | -99.7% | +35.7% | -135.4% | -99.3% |
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