+34.2%
SOFI vs JBHT
+75.2%
-41.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | +3.6% | -1.1% | +4.7% | +4.3% |
| 3M | -9.7% | -14.8% | +5.1% | -2.8% |
| 6M | +3.9% | -7.4% | +11.4% | +6.2% |
| YTD | -37.5% | +17.3% | -54.8% | -44.3% |
| 1Y | -46.4% | +35.3% | -81.7% | -55.8% |
| 3Y | +135.9% | +33.9% | +101.9% | +90.3% |
| 5Y | -19.8% | +22.5% | -42.4% | -34.0% |
| All | +34.2% | +75.2% | -41.1% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling