+623.6%
SEI vs JBHT
+187.4%
+436.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -10.8% | +0.9% | -11.7% | -11.1% |
| 30D | -19.0% | -1.1% | -17.9% | -18.9% |
| 3M | +5.8% | -14.8% | +20.6% | +12.2% |
| 6M | -14.9% | -7.4% | -7.4% | -14.7% |
| YTD | +35.4% | +17.3% | +18.1% | +18.1% |
| 1Y | +23.9% | +35.3% | -11.4% | 0.0% |
| 3Y | +661.3% | +33.9% | +627.3% | +491.0% |
| 5Y | +822.2% | +22.5% | +799.7% | +622.3% |
| All | +623.6% | +187.4% | +436.2% | +266.3% |
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