+632.2%
SEI vs JBHT
+184.3%
+447.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.3% | +6.9% |
| 7D | -4.3% | +0.2% | -4.5% | -4.2% |
| 30D | -18.0% | -2.2% | -15.9% | -17.5% |
| 3M | +8.2% | -16.5% | +24.7% | +15.9% |
| 6M | -13.9% | -8.4% | -5.4% | -13.3% |
| YTD | +37.0% | +16.1% | +21.0% | +20.1% |
| 1Y | +24.5% | +31.9% | -7.4% | +1.8% |
| 3Y | +681.1% | +34.1% | +646.9% | +505.2% |
| 5Y | +787.5% | +20.1% | +767.4% | +603.0% |
| All | +632.2% | +184.3% | +447.9% | +272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling