-91.6%
SOXS vs JBL
+20.8%
-112.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.8% | +13.6% | -1.9% |
| 7D | +46.7% | -11.1% | +57.8% | +17.3% |
| 30D | +97.0% | -14.1% | +111.0% | +53.9% |
| 3M | +39.5% | -23.9% | +63.5% | -12.0% |
| 6M | -54.9% | -24.1% | -30.8% | -58.5% |
| YTD | -90.4% | +13.5% | -103.9% | -77.7% |
| 1Y | -91.6% | +23.7% | -115.4% | -75.5% |
| All | -91.6% | +20.8% | -112.4% | -75.5% |
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