-100.0%
SQQQ vs JBHT
+183.5%
-283.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -6.3% |
| 7D | -2.4% | +0.5% | -2.9% | -1.0% |
| 30D | +20.6% | -0.1% | +20.7% | +21.7% |
| 3M | +7.8% | -14.0% | +21.9% | -5.4% |
| 6M | -1.0% | -5.1% | +4.0% | -2.6% |
| YTD | -38.5% | +18.0% | -56.5% | -22.1% |
| 1Y | -36.6% | +36.5% | -73.1% | -5.7% |
| 3Y | -88.5% | +34.8% | -123.2% | -79.7% |
| 5Y | -93.7% | +21.4% | -115.1% | -86.6% |
| 10Y | -100.0% | +178.0% | -277.9% | -99.7% |
| All | -100.0% | +183.5% | -283.4% | -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