+270.1%
SIMO vs JBHT
+58.3%
+211.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +7.9% |
| 7D | +4.2% | +4.9% | -0.6% | +2.9% |
| 30D | +4.1% | +0.6% | +3.5% | +4.1% |
| 3M | -12.9% | -3.2% | -9.7% | -12.2% |
| 6M | +110.3% | +17.0% | +93.4% | +99.4% |
| YTD | +178.6% | +41.7% | +136.9% | +147.8% |
| 1Y | +220.0% | +90.0% | +130.0% | +156.3% |
| 3Y | +409.0% | +47.0% | +362.1% | +332.1% |
| All | +270.1% | +58.3% | +211.8% | +204.6% |
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 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