+3,535.1%
SITM vs JBHT
+109.0%
+3,426.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +5.9% |
| 7D | +17.2% | +0.5% | +16.7% | +17.2% |
| 30D | -17.1% | -0.1% | -17.0% | -17.2% |
| 3M | -29.2% | -14.0% | -15.1% | -22.3% |
| 6M | -47.6% | -5.1% | -42.5% | -47.5% |
| YTD | +33.8% | +18.0% | +15.8% | +12.6% |
| 1Y | +54.1% | +36.5% | +17.6% | +16.3% |
| 3Y | +337.6% | +34.8% | +302.8% | +218.7% |
| 5Y | +89.7% | +21.4% | +68.3% | +48.5% |
| All | +3,535.1% | +109.0% | +3,426.0% | +1,490.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling