+2,550.6%
SOXX vs JBL
+1,411.4%
+1,139.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.2% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.2% |
| 30D | -3.6% | -13.1% | +9.5% | +3.2% |
| 3M | -10.2% | -15.6% | +5.4% | -2.1% |
| 6M | +54.2% | +24.6% | +29.7% | +39.8% |
| YTD | +75.2% | +39.6% | +35.6% | +49.9% |
| 1Y | +107.5% | +48.6% | +58.9% | +71.5% |
| 3Y | +226.8% | +197.3% | +29.5% | +87.0% |
| 5Y | +251.2% | +413.0% | -161.8% | +56.2% |
| 10Y | +1,567.6% | +1,543.9% | +23.7% | +318.3% |
| All | +2,550.6% | +1,411.4% | +1,139.2% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling