-40.3%
SOFI vs JBHT
+29.5%
-69.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | -3.3% | -1.6% | -1.7% | -2.6% |
| 30D | +3.5% | -2.3% | +5.8% | +4.5% |
| 3M | -10.4% | -18.5% | +8.0% | -4.7% |
| 6M | -0.6% | -11.3% | +10.7% | +1.3% |
| YTD | -38.1% | +12.6% | -50.6% | -44.0% |
| 1Y | -40.3% | +29.8% | -70.1% | -49.6% |
| All | -40.3% | +29.5% | -69.9% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling