-94.6%
SQQQ vs JBHT
+58.3%
-152.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | +2.2% |
| 7D | -0.9% | +4.9% | -5.8% | +3.8% |
| 30D | -0.3% | +0.6% | -0.9% | +1.0% |
| 3M | +2.7% | -3.2% | +5.9% | +1.3% |
| 6M | -43.8% | +17.0% | -60.8% | -32.2% |
| YTD | -42.9% | +41.7% | -84.6% | -16.4% |
| 1Y | -53.5% | +90.0% | -143.5% | -8.5% |
| 3Y | -89.4% | +47.0% | -136.4% | -80.9% |
| All | -94.6% | +58.3% | -152.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling