+42.2%
SITM vs JBHT
+31.8%
+10.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +8.4% |
| 7D | +9.4% | +0.2% | +9.1% | +9.5% |
| 30D | -25.4% | -2.2% | -23.2% | -24.8% |
| 3M | -37.0% | -16.5% | -20.5% | -32.7% |
| 6M | -45.1% | -8.4% | -36.7% | -44.4% |
| YTD | +29.4% | +16.1% | +13.3% | +8.0% |
| All | +42.2% | +31.8% | +10.4% | +1.4% |
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 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