+20.6%
SGOV vs JBHT
+102.7%
-82.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +0.6% | -14.0% | +14.7% | +0.6% |
| 6M | +1.5% | -5.1% | +6.6% | +1.5% |
| YTD | +2.8% | +18.0% | -15.2% | +2.9% |
| 1Y | +3.4% | +36.5% | -33.1% | +3.4% |
| 3Y | +13.7% | +34.8% | -21.1% | +13.7% |
| 5Y | +20.5% | +21.4% | -0.9% | +20.5% |
| All | +20.6% | +102.7% | -82.1% | +20.6% |
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