+2,180.9%
SOXL vs JBHT
+183.5%
+1,997.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.6% | +17.2% | +16.9% |
| 7D | -1.0% | +0.5% | -1.4% | +1.8% |
| 30D | -48.6% | -0.1% | -48.5% | -47.3% |
| 3M | -50.3% | -14.0% | -36.3% | -39.1% |
| 6M | -65.3% | -5.1% | -60.2% | -64.2% |
| YTD | +57.2% | +18.0% | +39.2% | +17.0% |
| 1Y | +58.0% | +36.5% | +21.5% | -4.9% |
| 3Y | +226.2% | +34.8% | +191.5% | +94.7% |
| 5Y | +10.5% | +21.4% | -10.9% | -8.8% |
| 10Y | +2,180.9% | +178.0% | +2,002.9% | +694.0% |
| All | +2,180.9% | +183.5% | +1,997.4% | +694.0% |
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 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