-5.5%
SPXL vs JBHT
-11.5%
+6.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -8.7% | -1.6% | -7.1% | -8.1% |
| 30D | -16.9% | -2.3% | -14.6% | -16.2% |
| 3M | -15.2% | -18.5% | +3.3% | -11.4% |
| 6M | -5.5% | -11.3% | +5.8% | -3.5% |
| All | -5.5% | -11.5% | +6.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling