+165.5%
SITM vs JBHT
+89.9%
+75.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.6% |
| 7D | +9.7% | +4.9% | +4.8% | +8.1% |
| 30D | +12.7% | +0.6% | +12.1% | +12.6% |
| 3M | -13.4% | -3.2% | -10.2% | -12.5% |
| 6M | +59.6% | +17.0% | +42.7% | +49.5% |
| YTD | +73.3% | +41.7% | +31.6% | +55.5% |
| 1Y | +165.5% | +90.0% | +75.6% | +134.9% |
| All | +165.5% | +89.9% | +75.6% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling