+58.6%
SGI vs JBHT
+15.0%
+43.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.0% |
| 7D | +5.3% | -1.4% | +6.7% | +6.1% |
| 30D | +8.2% | -3.1% | +11.2% | +9.9% |
| 3M | -2.2% | -19.5% | +17.3% | +8.3% |
| 6M | -8.4% | -9.6% | +1.1% | -5.2% |
| YTD | -23.4% | +13.3% | -36.7% | -29.7% |
| 1Y | -14.0% | +29.7% | -43.7% | -26.5% |
| 3Y | +78.8% | +28.3% | +50.5% | +46.3% |
| 5Y | +58.6% | +18.5% | +40.1% | +30.2% |
| All | +58.6% | +15.0% | +43.6% | +30.2% |
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 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