+901.7%
SEI vs JBHT
+21.4%
+880.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +27.6% | +4.2% | +23.4% | +25.8% |
| 30D | -17.1% | -0.4% | -16.7% | -17.2% |
| 3M | +4.6% | -17.3% | +21.9% | +10.7% |
| 6M | -15.1% | -3.5% | -11.6% | -16.5% |
| YTD | +41.2% | +18.0% | +23.1% | +25.8% |
| 1Y | +37.5% | +35.5% | +2.0% | +15.4% |
| 3Y | +693.7% | +34.8% | +658.9% | +545.2% |
| 5Y | +901.7% | +19.7% | +882.0% | +714.6% |
| All | +901.7% | +21.4% | +880.3% | +714.6% |
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 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