+2,013.4%
SIMO vs JBHT
+1,320.5%
+693.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.6% | -10.8% | -12.9% |
| 7D | -31.4% | -1.4% | -30.0% | -30.9% |
| 30D | -45.2% | -3.1% | -42.1% | -44.6% |
| 3M | -36.5% | -19.5% | -17.0% | -31.1% |
| 6M | -34.2% | -9.6% | -24.6% | -32.7% |
| YTD | +69.9% | +13.3% | +56.6% | +55.2% |
| 1Y | +60.4% | +29.7% | +30.7% | +37.8% |
| 3Y | +203.1% | +28.3% | +174.8% | +149.9% |
| 5Y | +145.4% | +18.5% | +127.0% | +103.9% |
| 10Y | +368.9% | +198.1% | +170.8% | +127.0% |
| All | +2,013.4% | +1,320.5% | +693.0% | +398.4% |
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