+575.6%
SEI vs JBHT
+175.7%
+399.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.7% | +14.9% | +14.6% |
| 7D | -18.3% | -1.6% | -16.7% | -17.7% |
| 30D | -24.4% | -2.3% | -22.2% | -24.0% |
| 3M | +1.5% | -18.5% | +20.0% | +9.9% |
| 6M | -25.1% | -11.3% | -13.9% | -23.5% |
| YTD | +26.4% | +12.6% | +13.9% | +12.3% |
| 1Y | +8.9% | +29.8% | -20.8% | -10.4% |
| 3Y | +586.7% | +28.1% | +558.6% | +444.3% |
| 5Y | +717.9% | +17.7% | +700.2% | +552.5% |
| All | +575.6% | +175.7% | +399.9% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling