+32.9%
SOFI vs JBHT
+68.1%
-35.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.4% |
| 7D | -3.3% | -1.6% | -1.7% | -2.4% |
| 30D | +3.5% | -2.3% | +5.8% | +4.8% |
| 3M | -10.4% | -18.5% | +8.0% | -1.5% |
| 6M | -0.6% | -11.3% | +10.7% | +3.7% |
| YTD | -38.1% | +12.6% | -50.6% | -43.7% |
| 1Y | -40.3% | +29.8% | -70.1% | -49.8% |
| 3Y | +116.4% | +28.1% | +88.3% | +78.7% |
| 5Y | -28.2% | +17.7% | -45.9% | -39.6% |
| All | +32.9% | +68.1% | -35.3% | +14.3% |
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 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