+61.5%
SGI vs JBHT
+58.3%
+3.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.9% |
| 7D | +8.5% | +4.9% | +3.7% | +5.9% |
| 30D | +0.7% | +0.6% | +0.1% | +0.2% |
| 3M | +0.6% | -3.2% | +3.8% | +1.7% |
| 6M | -17.9% | +17.0% | -34.9% | -25.0% |
| YTD | -21.2% | +41.7% | -62.8% | -34.6% |
| 1Y | -18.9% | +90.0% | -108.8% | -43.1% |
| 3Y | +52.6% | +47.0% | +5.7% | +19.9% |
| All | +61.5% | +58.3% | +3.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling