-100.0%
SOXS vs JBHT
+802.3%
-902.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.8% | -13.0% | -5.7% |
| 7D | -7.0% | +4.9% | -11.9% | +1.1% |
| 30D | +2.8% | +0.6% | +2.2% | +6.8% |
| 3M | -9.8% | -3.2% | -6.6% | -10.0% |
| 6M | -99.2% | +17.0% | -116.1% | -97.8% |
| YTD | -99.5% | +41.7% | -141.2% | -98.1% |
| 1Y | -99.8% | +90.0% | -189.8% | -98.6% |
| 3Y | -100.0% | +47.0% | -147.0% | -99.9% |
| 5Y | -100.0% | +58.3% | -158.3% | -100.0% |
| 10Y | -100.0% | +273.9% | -373.9% | -100.0% |
| All | -100.0% | +802.3% | -902.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling