+74.4%
JBHT vs SOXQ
+288.7%
-214.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +7.1% | +5.3% | +1.8% | +5.3% |
| 30D | +2.3% | -3.7% | +6.0% | +3.7% |
| 3M | -4.5% | -7.8% | +3.3% | -3.2% |
| 6M | +29.2% | +58.4% | -29.1% | +5.7% |
| YTD | +42.2% | +68.1% | -26.0% | +13.2% |
| 1Y | +93.7% | +105.4% | -11.6% | +41.9% |
| 3Y | +53.2% | +239.2% | -186.0% | -12.7% |
| 5Y | +62.4% | +266.9% | -204.5% | -15.4% |
| All | +74.4% | +288.7% | -214.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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