-100.0%
SOXS vs JBLU
-16.2%
-83.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.4% |
| 7D | -4.7% | -5.0% | +0.2% | -8.3% |
| 30D | +7.7% | -23.9% | +31.6% | -11.1% |
| 3M | -10.2% | -11.6% | +1.5% | -13.9% |
| 6M | -99.2% | -0.2% | -99.0% | -98.6% |
| YTD | -99.5% | -3.3% | -96.2% | -99.1% |
| 1Y | -99.8% | -15.4% | -84.4% | -99.6% |
| 3Y | -100.0% | -14.7% | -85.3% | -100.0% |
| 5Y | -100.0% | -70.0% | -30.0% | -100.0% |
| 10Y | -100.0% | -72.9% | -27.1% | -100.0% |
| All | -100.0% | -16.2% | -83.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling