+397.5%
SOXL vs JBHT
+47.5%
+349.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +6.5% |
| 7D | +5.3% | +4.9% | +0.5% | -0.4% |
| 30D | -11.2% | +0.6% | -11.8% | -10.7% |
| 3M | -55.4% | -3.2% | -52.2% | -53.4% |
| 6M | +107.1% | +17.0% | +90.2% | +72.3% |
| YTD | +179.0% | +41.7% | +137.4% | +81.4% |
| 1Y | +357.4% | +90.0% | +267.4% | +96.3% |
| All | +397.5% | +47.5% | +349.9% | +194.4% |
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