-99.9%
SOXS vs JBHT
+22.5%
-122.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.3% | +8.8% | +14.3% |
| 7D | -28.4% | +7.0% | -35.5% | -20.3% |
| 30D | +19.4% | +0.5% | +18.9% | +23.2% |
| 3M | +28.2% | -17.4% | +45.5% | +0.3% |
| 6M | -37.7% | -1.7% | -36.0% | -34.6% |
| YTD | -91.6% | +20.7% | -112.4% | -87.0% |
| 1Y | -93.1% | +41.1% | -134.1% | -86.1% |
| 3Y | -99.7% | +38.0% | -137.7% | -99.1% |
| All | -99.9% | +22.5% | -122.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling