+1,924.8%
SOXL vs JBHT
+191.4%
+1,733.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.1% | +19.1% | +17.8% |
| 7D | -17.6% | +0.2% | -17.8% | -15.1% |
| 30D | -59.8% | -2.2% | -57.6% | -57.6% |
| 3M | -59.9% | -16.5% | -43.4% | -48.8% |
| 6M | -68.2% | -8.4% | -59.8% | -65.6% |
| YTD | +33.8% | +16.1% | +17.7% | +1.9% |
| 1Y | +34.7% | +31.9% | +2.8% | -15.0% |
| 3Y | +211.0% | +34.1% | +176.9% | +86.8% |
| 5Y | -8.6% | +20.1% | -28.7% | -23.2% |
| 10Y | +1,924.8% | +184.7% | +1,740.2% | +710.9% |
| All | +1,924.8% | +191.4% | +1,733.4% | +710.9% |
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