+28.1%
SOFI vs JBHT
+76.3%
-48.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -2.6% | +4.2% | -6.7% | -4.5% |
| 30D | +2.6% | -0.4% | +3.0% | +2.9% |
| 3M | -12.9% | -17.3% | +4.5% | -4.8% |
| 6M | -1.7% | -3.5% | +1.8% | -1.7% |
| YTD | -40.3% | +18.0% | -58.3% | -47.0% |
| 1Y | -51.5% | +35.5% | -87.0% | -60.0% |
| 3Y | +125.2% | +34.8% | +90.4% | +81.1% |
| 5Y | -31.3% | +19.7% | -51.1% | -43.7% |
| All | +28.1% | +76.3% | -48.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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