-65.2%
SOXL vs JBHT
-20.0%
-45.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.7% | +13.1% | +12.9% |
| 7D | -40.3% | -1.6% | -38.7% | -38.4% |
| 30D | -71.1% | -2.3% | -68.8% | -70.2% |
| 3M | -65.2% | -18.5% | -46.8% | -61.9% |
| All | -65.2% | -20.0% | -45.2% | -61.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling