+47.6%
SOFI vs JBHT
+112.4%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +5.6% | +7.1% | -1.5% | +2.0% |
| 30D | -2.0% | +2.3% | -4.3% | -3.2% |
| 3M | +9.2% | -4.5% | +13.6% | +10.9% |
| 6M | -4.7% | +29.2% | -33.9% | -17.6% |
| YTD | -31.2% | +42.2% | -73.4% | -44.0% |
| 1Y | -30.6% | +93.7% | -124.4% | -53.6% |
| 3Y | +110.6% | +53.2% | +57.4% | +60.5% |
| 5Y | +16.4% | +62.4% | -46.0% | -12.1% |
| All | +47.6% | +112.4% | -64.8% | +13.7% |
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