-100.0%
SOXS vs JBL
+2,007.4%
-2,107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -2.4% |
| 7D | -16.6% | +4.0% | -20.6% | -10.7% |
| 30D | -4.4% | -7.5% | +3.1% | -12.5% |
| 3M | -26.2% | -14.1% | -12.2% | -25.2% |
| 6M | -99.3% | +25.9% | -125.1% | -96.4% |
| YTD | -99.5% | +36.7% | -136.2% | -97.2% |
| 1Y | -99.8% | +49.0% | -148.8% | -98.3% |
| 3Y | -100.0% | +191.8% | -291.8% | -99.3% |
| 5Y | -100.0% | +409.8% | -509.8% | -99.4% |
| 10Y | -100.0% | +1,509.2% | -1,609.2% | -100.0% |
| All | -100.0% | +2,007.4% | -2,107.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling