+415.5%
SIMO vs JBHT
+47.5%
+367.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +8.1% |
| 7D | +4.2% | +4.9% | -0.6% | +3.2% |
| 30D | +4.1% | +0.6% | +3.5% | +4.1% |
| 3M | -12.9% | -3.2% | -9.7% | -12.3% |
| 6M | +110.3% | +17.0% | +93.4% | +101.7% |
| YTD | +178.6% | +41.7% | +136.9% | +153.2% |
| 1Y | +220.0% | +90.0% | +130.0% | +166.4% |
| All | +415.5% | +47.5% | +367.9% | +339.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling