+7,555.7%
SOXL vs JBHT
+617.0%
+6,938.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.7% | +13.1% | +13.5% |
| 7D | -40.3% | -1.6% | -38.7% | -37.4% |
| 30D | -71.1% | -2.3% | -68.8% | -69.8% |
| 3M | -65.2% | -18.5% | -46.8% | -53.7% |
| 6M | -72.3% | -11.3% | -61.0% | -68.5% |
| YTD | +9.4% | +12.6% | -3.1% | -14.8% |
| 1Y | +7.0% | +29.8% | -22.8% | -33.2% |
| 3Y | +156.4% | +28.1% | +128.3% | +57.6% |
| 5Y | -22.2% | +17.7% | -39.8% | -35.0% |
| 10Y | +1,682.4% | +196.1% | +1,486.3% | +248.3% |
| All | +7,555.7% | +617.0% | +6,938.6% | +224.3% |
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