-25.4%
SOXL vs JBHT
+17.1%
-42.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.7% | +13.1% | +13.4% |
| 7D | -40.3% | -1.6% | -38.7% | -37.5% |
| 30D | -71.1% | -2.3% | -68.8% | -69.8% |
| 3M | -65.2% | -18.5% | -46.8% | -54.4% |
| 6M | -72.3% | -11.3% | -61.0% | -68.8% |
| YTD | +9.4% | +12.6% | -3.1% | -15.0% |
| 1Y | +7.0% | +29.8% | -22.8% | -33.1% |
| 3Y | +156.4% | +28.1% | +128.3% | +55.4% |
| All | -25.4% | +17.1% | -42.4% | -41.2% |
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