+1,110.7%
SPXL vs JBHT
+182.5%
+928.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -3.4% |
| 7D | +7.4% | +7.0% | +0.4% | +0.8% |
| 30D | -7.8% | +0.5% | -8.3% | -8.2% |
| 3M | -11.9% | -17.4% | +5.4% | +3.1% |
| 6M | -1.7% | -1.7% | 0.0% | -5.3% |
| YTD | +20.8% | +20.7% | +0.1% | -7.4% |
| 1Y | +25.0% | +41.1% | -16.1% | -18.7% |
| 3Y | +226.1% | +38.0% | +188.1% | +95.1% |
| 5Y | +101.1% | +22.5% | +78.6% | +39.7% |
| All | +1,110.7% | +182.5% | +928.2% | +245.4% |
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 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