+3,365.1%
SIMO vs JBHT
+1,675.8%
+1,689.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +7.5% |
| 7D | +4.2% | +4.9% | -0.6% | +2.2% |
| 30D | +4.1% | +0.6% | +3.5% | +4.1% |
| 3M | -12.9% | -3.2% | -9.7% | -11.9% |
| 6M | +110.3% | +17.0% | +93.4% | +93.6% |
| YTD | +178.6% | +41.7% | +136.9% | +134.4% |
| 1Y | +220.0% | +90.0% | +130.0% | +131.8% |
| 3Y | +409.0% | +47.0% | +362.1% | +300.9% |
| 5Y | +277.3% | +58.3% | +219.0% | +178.4% |
| 10Y | +506.6% | +273.9% | +232.7% | +170.1% |
| All | +3,365.1% | +1,675.8% | +1,689.3% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling