+7,394.8%
SPXL vs JBHT
+811.6%
+6,583.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.6% | -9.5% | -9.1% |
| 7D | -14.2% | -1.4% | -12.9% | -12.5% |
| 30D | -18.1% | -3.1% | -15.1% | -15.4% |
| 3M | -16.3% | -19.5% | +3.3% | +2.9% |
| 6M | -2.3% | -9.6% | +7.3% | +2.4% |
| YTD | +11.6% | +13.3% | -1.7% | -11.9% |
| 1Y | +12.3% | +29.7% | -17.4% | -24.7% |
| 3Y | +211.6% | +28.3% | +183.3% | +85.1% |
| 5Y | +84.3% | +18.5% | +65.9% | +21.7% |
| 10Y | +1,150.4% | +198.1% | +952.3% | +154.0% |
| All | +7,394.8% | +811.6% | +6,583.2% | +224.8% |
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