+491.2%
SEI vs JBHT
+177.6%
+313.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.6% | -8.7% | -10.6% |
| 7D | -26.9% | -1.4% | -25.5% | -26.4% |
| 30D | -36.6% | -3.1% | -33.5% | -35.9% |
| 3M | -8.9% | -19.5% | +10.7% | -0.6% |
| 6M | -33.0% | -9.6% | -23.4% | -32.1% |
| YTD | +10.6% | +13.3% | -2.7% | -2.0% |
| 1Y | -4.7% | +29.7% | -34.3% | -21.5% |
| 3Y | +487.9% | +28.3% | +459.6% | +366.2% |
| 5Y | +615.7% | +18.5% | +597.2% | +469.4% |
| All | +491.2% | +177.6% | +313.6% | +204.1% |
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 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