-100.0%
SQQQ vs JBHT
+921.9%
-1,021.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | +2.7% |
| 7D | -0.9% | +4.9% | -5.8% | +4.6% |
| 30D | -0.3% | +0.6% | -0.9% | +1.2% |
| 3M | +2.7% | -3.2% | +5.9% | +0.7% |
| 6M | -43.8% | +17.0% | -60.8% | -30.5% |
| YTD | -42.9% | +41.7% | -84.6% | -11.9% |
| 1Y | -53.5% | +90.0% | -143.5% | +0.4% |
| 3Y | -89.4% | +47.0% | -136.4% | -79.3% |
| 5Y | -94.7% | +58.3% | -153.0% | -84.6% |
| 10Y | -100.0% | +273.9% | -373.9% | -99.5% |
| All | -100.0% | +921.9% | -1,021.9% | -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