+37.3%
SOFI vs JBHT
+73.4%
-36.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +1.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +6.0% | -2.2% | +8.2% | +7.3% |
| 3M | -8.9% | -16.5% | +7.6% | -1.0% |
| 6M | +6.3% | -8.4% | +14.8% | +9.2% |
| YTD | -36.0% | +16.1% | -52.1% | -42.7% |
| 1Y | -40.6% | +31.9% | -72.6% | -50.4% |
| 3Y | +144.5% | +34.1% | +110.4% | +97.0% |
| 5Y | -24.3% | +20.1% | -44.4% | -37.4% |
| All | +37.3% | +73.4% | -36.1% | +16.3% |
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