+711.1%
SEI vs JBHT
+17.1%
+694.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.7% | +14.9% | +14.5% |
| 7D | -18.3% | -1.6% | -16.7% | -17.8% |
| 30D | -24.4% | -2.3% | -22.2% | -24.1% |
| 3M | +1.5% | -18.5% | +20.0% | +7.8% |
| 6M | -25.1% | -11.3% | -13.9% | -24.1% |
| YTD | +26.4% | +12.6% | +13.9% | +14.5% |
| 1Y | +8.9% | +29.8% | -20.8% | -7.3% |
| 3Y | +586.7% | +28.1% | +558.6% | +468.3% |
| All | +711.1% | +17.1% | +694.0% | +549.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling