+19,418.6%
SOXL vs JBHT
+802.3%
+18,616.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +5.6% |
| 7D | +5.3% | +4.9% | +0.5% | -1.9% |
| 30D | -11.2% | +0.6% | -11.8% | -10.9% |
| 3M | -55.4% | -3.2% | -52.2% | -53.3% |
| 6M | +107.1% | +17.0% | +90.2% | +62.5% |
| YTD | +179.0% | +41.7% | +137.4% | +59.0% |
| 1Y | +357.4% | +90.0% | +267.4% | +47.9% |
| 3Y | +397.5% | +47.0% | +350.5% | +157.2% |
| 5Y | +155.9% | +58.3% | +97.6% | +38.9% |
| 10Y | +4,301.6% | +273.9% | +4,027.7% | +528.7% |
| All | +19,418.6% | +802.3% | +18,616.2% | +505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling