-99.8%
SOXS vs JHX
+56.2%
-156.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.6% | -12.8% | -7.4% |
| 7D | -7.0% | +1.5% | -8.5% | -5.0% |
| 30D | +2.8% | +7.2% | -4.4% | +11.9% |
| 3M | -9.8% | +29.9% | -39.8% | +29.7% |
| 6M | -99.2% | +35.4% | -134.6% | -97.6% |
| YTD | -99.5% | +46.5% | -146.0% | -98.5% |
| 1Y | -99.8% | +55.5% | -155.3% | -99.3% |
| All | -99.8% | +56.2% | -156.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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