-4.8%
SOXL vs JBHT
+22.5%
-27.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.3% | -13.3% | -14.2% |
| 7D | +26.9% | +7.0% | +19.8% | +15.5% |
| 30D | -47.2% | +0.5% | -47.7% | -46.5% |
| 3M | -59.9% | -17.4% | -42.5% | -48.2% |
| 6M | -68.3% | -1.7% | -66.6% | -69.3% |
| YTD | +38.8% | +20.7% | +18.1% | -2.0% |
| 1Y | +48.8% | +41.1% | +7.7% | -17.1% |
| 3Y | +196.5% | +38.0% | +158.5% | +61.9% |
| All | -4.8% | +22.5% | -27.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling