+365.5%
SIMO vs JBHT
+194.3%
+171.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.6% | -10.8% | -13.3% |
| 7D | -31.4% | -1.4% | -30.0% | -31.0% |
| 30D | -45.2% | -3.1% | -42.1% | -44.8% |
| 3M | -36.5% | -19.5% | -17.0% | -32.6% |
| 6M | -34.2% | -9.6% | -24.6% | -33.1% |
| YTD | +69.9% | +13.3% | +56.6% | +58.7% |
| 1Y | +60.4% | +29.7% | +30.7% | +43.1% |
| 3Y | +203.1% | +28.3% | +174.8% | +162.4% |
| 5Y | +145.4% | +18.5% | +127.0% | +114.7% |
| All | +365.5% | +194.3% | +171.2% | +203.2% |
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