-88.0%
SQQQ vs JBHT
+38.8%
-126.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +5.2% |
| 7D | -11.0% | +7.0% | -18.0% | -6.9% |
| 30D | +17.9% | +0.5% | +17.4% | +19.3% |
| 3M | +19.5% | -17.4% | +36.8% | +7.5% |
| 6M | +4.2% | -1.7% | +5.9% | +6.8% |
| YTD | -35.6% | +20.7% | -56.3% | -22.1% |
| 1Y | -37.7% | +41.1% | -78.8% | -15.4% |
| 3Y | -88.0% | +38.0% | -126.0% | -81.6% |
| All | -88.0% | +38.8% | -126.8% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling