+2,054.9%
SOXL vs JBHT
+186.6%
+1,868.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.5% |
| 7D | -23.3% | +0.9% | -24.3% | -21.9% |
| 30D | -59.9% | -1.1% | -58.8% | -58.3% |
| 3M | -56.8% | -14.8% | -42.0% | -46.4% |
| 6M | -68.3% | -7.4% | -60.8% | -66.2% |
| YTD | +33.5% | +17.3% | +16.1% | 0.0% |
| 1Y | +24.8% | +35.3% | -10.6% | -24.1% |
| 3Y | +177.0% | +33.9% | +143.0% | +66.4% |
| 5Y | -0.2% | +22.5% | -22.7% | -18.8% |
| 10Y | +2,054.9% | +181.3% | +1,873.6% | +622.2% |
| All | +2,054.9% | +186.6% | +1,868.3% | +622.2% |
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