+1,583.2%
SOXX vs JBHT
+266.9%
+1,316.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +2.0% |
| 7D | +6.1% | +2.9% | +3.2% | +4.5% |
| 30D | +0.5% | +0.6% | -0.1% | +0.1% |
| 3M | -5.3% | -6.6% | +1.3% | -2.5% |
| 6M | +58.3% | +23.6% | +34.7% | +40.8% |
| YTD | +76.8% | +38.6% | +38.3% | +47.6% |
| 1Y | +114.6% | +91.5% | +23.1% | +48.4% |
| 3Y | +229.6% | +49.3% | +180.3% | +152.8% |
| 5Y | +257.3% | +62.3% | +195.0% | +158.2% |
| 10Y | +1,583.2% | +276.9% | +1,306.3% | +652.2% |
| All | +1,583.2% | +266.9% | +1,316.4% | +652.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling