+657.9%
SEI vs JBHT
+189.1%
+468.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.4% |
| 7D | +12.4% | +0.5% | +12.0% | +12.4% |
| 30D | -18.3% | -0.1% | -18.2% | -18.5% |
| 3M | +10.4% | -14.0% | +24.5% | +16.7% |
| 6M | -12.9% | -5.1% | -7.8% | -13.8% |
| YTD | +41.8% | +18.0% | +23.8% | +23.3% |
| 1Y | +30.3% | +36.5% | -6.2% | +4.8% |
| 3Y | +697.3% | +34.8% | +662.6% | +517.3% |
| 5Y | +877.0% | +21.4% | +855.5% | +670.8% |
| All | +657.9% | +189.1% | +468.7% | +282.6% |
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