-100.0%
SOXS vs JOBY
-41.4%
-58.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | -4.8% |
| 7D | -4.7% | -5.2% | +0.4% | -7.6% |
| 30D | +7.7% | -19.7% | +27.5% | -4.6% |
| 3M | -10.2% | -31.7% | +21.6% | -20.1% |
| 6M | -99.2% | -37.5% | -61.7% | -98.9% |
| YTD | -99.5% | -51.6% | -47.9% | -99.4% |
| 1Y | -99.8% | -53.3% | -46.5% | -99.7% |
| 3Y | -100.0% | -12.2% | -87.8% | -99.9% |
| 5Y | -100.0% | -31.3% | -68.7% | -100.0% |
| All | -100.0% | -41.4% | -58.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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