-100.0%
SOXS vs JBHT
+617.0%
-717.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.7% | -12.0% | -13.7% |
| 7D | +36.2% | -1.6% | +37.8% | +34.4% |
| 30D | +131.5% | -2.3% | +133.8% | +124.7% |
| 3M | +60.5% | -18.5% | +79.0% | +19.5% |
| 6M | -25.9% | -11.3% | -14.7% | -34.8% |
| YTD | -88.3% | +12.6% | -100.9% | -83.9% |
| 1Y | -89.6% | +29.8% | -119.4% | -81.7% |
| 3Y | -99.6% | +28.1% | -127.7% | -99.0% |
| 5Y | -99.9% | +17.7% | -117.6% | -99.6% |
| 10Y | -100.0% | +196.1% | -296.1% | -100.0% |
| All | -100.0% | +617.0% | -717.0% | -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