-52.6%
SQQQ vs JBHT
+93.0%
-145.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.5% |
| 7D | -4.2% | +7.1% | -11.3% | -1.9% |
| 30D | +2.4% | +2.3% | +0.1% | +3.5% |
| 3M | -5.7% | -4.5% | -1.2% | -6.1% |
| 6M | -46.6% | +29.2% | -75.8% | -41.7% |
| YTD | -42.7% | +42.2% | -84.9% | -36.9% |
| 1Y | -52.6% | +93.7% | -146.3% | -47.0% |
| All | -52.6% | +93.0% | -145.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling