-99.8%
SOXS vs JBLU
-14.6%
-85.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.4% | -10.6% | -9.9% |
| 7D | -7.0% | -3.5% | -3.4% | -9.1% |
| 30D | +2.8% | -27.2% | +30.0% | -16.5% |
| 3M | -9.8% | -4.3% | -5.5% | -5.6% |
| 6M | -99.2% | -8.3% | -90.9% | -98.5% |
| YTD | -99.5% | +1.8% | -101.3% | -99.0% |
| 1Y | -99.8% | -9.0% | -90.7% | -99.5% |
| All | -99.8% | -14.6% | -85.2% | -99.5% |
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