+3,415.8%
SITM vs JBHT
+105.6%
+3,310.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +7.5% |
| 7D | +9.4% | +0.2% | +9.1% | +9.5% |
| 30D | -25.4% | -2.2% | -23.2% | -24.3% |
| 3M | -37.0% | -16.5% | -20.5% | -29.4% |
| 6M | -45.1% | -8.4% | -36.7% | -43.7% |
| YTD | +29.4% | +16.1% | +13.3% | +10.1% |
| 1Y | +39.8% | +31.9% | +7.9% | +8.2% |
| 3Y | +328.2% | +34.1% | +294.1% | +212.6% |
| 5Y | +87.4% | +20.1% | +67.3% | +48.0% |
| All | +3,415.8% | +105.6% | +3,310.2% | +1,455.9% |
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 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