+542.0%
SEI vs JBHT
+247.0%
+295.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.0% |
| 7D | +10.2% | +4.9% | +5.4% | +7.7% |
| 30D | -1.0% | +0.6% | -1.6% | -1.4% |
| 3M | -27.9% | -3.2% | -24.7% | -27.4% |
| 6M | +10.4% | +17.0% | -6.6% | -0.2% |
| YTD | +20.1% | +41.7% | -21.5% | -2.8% |
| 1Y | +109.7% | +90.0% | +19.7% | +41.4% |
| 3Y | +458.6% | +47.0% | +411.6% | +323.0% |
| 5Y | +775.3% | +58.3% | +717.0% | +505.1% |
| All | +542.0% | +247.0% | +295.0% | +201.7% |
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