-100.0%
SQQQ vs JBHT
+281.4%
-381.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.6% |
| 7D | +1.8% | -1.2% | +3.0% | +0.6% |
| 30D | +4.2% | -2.0% | +6.1% | +2.8% |
| 3M | -3.3% | -6.3% | +3.0% | -8.4% |
| 6M | -43.6% | +29.0% | -72.7% | -24.0% |
| YTD | -41.9% | +39.9% | -81.8% | -13.8% |
| 1Y | -50.6% | +92.8% | -143.4% | +3.4% |
| 3Y | -89.3% | +51.2% | -140.5% | -79.0% |
| 5Y | -94.8% | +63.0% | -157.8% | -85.1% |
| All | -100.0% | +281.4% | -381.4% | -99.6% |
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