+335.2%
SGI vs JBHT
+186.6%
+148.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.1% | -5.8% |
| 7D | -3.9% | +0.9% | -4.9% | -4.4% |
| 30D | +0.9% | -1.1% | +2.0% | +1.6% |
| 3M | -2.9% | -14.8% | +11.9% | +5.1% |
| 6M | -9.0% | -7.4% | -1.5% | -6.7% |
| YTD | -29.2% | +17.3% | -46.5% | -36.8% |
| 1Y | -32.3% | +35.3% | -67.6% | -44.4% |
| 3Y | +72.4% | +33.9% | +38.5% | +34.5% |
| 5Y | +50.6% | +22.5% | +28.1% | +22.2% |
| 10Y | +335.2% | +181.3% | +153.9% | +101.2% |
| All | +335.2% | +186.6% | +148.7% | +101.2% |
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