+1,537.1%
SOXX vs JBL
+1,558.3%
-21.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.2% | -1.3% |
| 7D | +1.4% | +2.4% | -1.0% | -0.2% |
| 30D | -3.6% | -13.1% | +9.5% | +4.9% |
| 3M | -10.2% | -15.6% | +5.4% | -0.2% |
| 6M | +54.2% | +24.6% | +29.7% | +36.1% |
| YTD | +75.2% | +39.6% | +35.6% | +43.8% |
| 1Y | +107.5% | +48.6% | +58.9% | +62.8% |
| 3Y | +226.8% | +197.3% | +29.5% | +59.3% |
| 5Y | +251.2% | +413.0% | -161.8% | +21.4% |
| All | +1,537.1% | +1,558.3% | -21.2% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling