-99.8%
SOXS vs JBL
+52.3%
-152.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.5% | -11.7% | -6.7% |
| 7D | -7.0% | +3.0% | -10.0% | +0.3% |
| 30D | +2.8% | -8.3% | +11.1% | -12.2% |
| 3M | -9.8% | -16.9% | +7.1% | -14.7% |
| 6M | -99.2% | +21.8% | -120.9% | -95.6% |
| YTD | -99.5% | +36.3% | -135.8% | -96.6% |
| 1Y | -99.8% | +49.5% | -149.3% | -98.0% |
| All | -99.8% | +52.3% | -152.1% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling