+196.5%
SOXL vs JBHT
+38.8%
+157.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.3% | -13.3% | -13.6% |
| 7D | +26.9% | +7.0% | +19.8% | +17.5% |
| 30D | -47.2% | +0.5% | -47.7% | -46.6% |
| 3M | -59.9% | -17.4% | -42.5% | -50.3% |
| 6M | -68.3% | -1.7% | -66.6% | -68.9% |
| YTD | +38.8% | +20.7% | +18.1% | +5.9% |
| 1Y | +48.8% | +41.1% | +7.7% | -6.0% |
| 3Y | +196.5% | +38.0% | +158.5% | +93.1% |
| All | +196.5% | +38.8% | +157.7% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling