+261.1%
SGI vs JBHT
+273.4%
-12.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.1% |
| 7D | +8.5% | +4.9% | +3.7% | +5.6% |
| 30D | +0.7% | +0.6% | +0.1% | +0.1% |
| 3M | +0.6% | -3.2% | +3.8% | +1.8% |
| 6M | -17.9% | +17.0% | -34.9% | -25.8% |
| YTD | -21.2% | +41.7% | -62.8% | -36.2% |
| 1Y | -18.9% | +90.0% | -108.8% | -46.0% |
| 3Y | +52.6% | +47.0% | +5.7% | +14.7% |
| 5Y | +60.7% | +58.3% | +2.4% | +12.5% |
| All | +261.1% | +273.4% | -12.4% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling