-100.0%
SQQQ vs JBHT
+191.4%
-291.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.1% | -13.4% | -7.2% |
| 7D | -1.7% | +0.2% | -2.0% | -0.6% |
| 30D | +29.9% | -2.2% | +32.0% | +28.4% |
| 3M | +16.0% | -16.5% | +32.5% | -1.1% |
| 6M | +3.6% | -8.4% | +12.0% | -1.7% |
| YTD | -35.1% | +16.1% | -51.2% | -19.2% |
| 1Y | -37.0% | +31.9% | -68.9% | -9.7% |
| 3Y | -88.7% | +34.1% | -122.8% | -80.0% |
| 5Y | -93.1% | +20.1% | -113.2% | -85.5% |
| 10Y | -100.0% | +184.7% | -284.6% | -99.7% |
| All | -100.0% | +191.4% | -291.4% | -99.7% |
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