-87.4%
SQQQ vs JBHT
+27.4%
-114.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -4.1% |
| 7D | +14.0% | -1.6% | +15.6% | +13.2% |
| 30D | +48.7% | -2.3% | +51.0% | +47.2% |
| 3M | +25.0% | -18.5% | +43.5% | +11.6% |
| 6M | +7.8% | -11.3% | +19.1% | +3.2% |
| YTD | -27.7% | +12.6% | -40.2% | -16.4% |
| 1Y | -29.0% | +29.8% | -58.8% | -8.8% |
| 3Y | -87.4% | +28.1% | -115.5% | -81.0% |
| All | -87.4% | +27.4% | -114.8% | -81.0% |
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 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