+100.5%
SIMO vs JBHT
+34.8%
+65.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.1% | -10.7% | -9.6% |
| 7D | -16.9% | +1.7% | -18.6% | -16.8% |
| 30D | -35.4% | -1.2% | -34.2% | -35.3% |
| 3M | -31.9% | -17.1% | -14.7% | -31.7% |
| 6M | -19.3% | -4.4% | -14.9% | -17.2% |
| YTD | +98.5% | +17.5% | +81.0% | +91.7% |
| 1Y | +100.5% | +32.6% | +67.9% | +89.5% |
| All | +100.5% | +34.8% | +65.7% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling