-91.6%
SOXS vs JBLU
-12.5%
-79.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +11.9% | -3.2% | +15.8% |
| 7D | +46.7% | +24.9% | +21.7% | +67.5% |
| 30D | +97.0% | -12.3% | +109.3% | +85.9% |
| 3M | +39.5% | -44.5% | +84.0% | +1.1% |
| 6M | -54.9% | -25.7% | -29.3% | -57.3% |
| YTD | -90.4% | -21.8% | -68.6% | -88.2% |
| 1Y | -91.6% | -12.7% | -78.9% | -87.6% |
| All | -91.6% | -12.5% | -79.1% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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