-100.0%
SQQQ vs JBHT
+712.0%
-812.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -4.4% |
| 7D | +14.0% | -1.6% | +15.6% | +12.7% |
| 30D | +48.7% | -2.3% | +51.0% | +45.9% |
| 3M | +25.0% | -18.5% | +43.5% | +1.7% |
| 6M | +7.8% | -11.3% | +19.1% | -2.3% |
| YTD | -27.7% | +12.6% | -40.2% | -12.4% |
| 1Y | -29.0% | +29.8% | -58.8% | +1.5% |
| 3Y | -87.4% | +28.1% | -115.5% | -78.6% |
| 5Y | -92.1% | +17.7% | -109.8% | -83.6% |
| 10Y | -100.0% | +196.1% | -296.1% | -99.5% |
| All | -100.0% | +712.0% | -812.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling