+54.0%
SITM vs JBHT
+39.4%
+14.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.8% | -6.4% |
| 7D | +6.6% | +7.0% | -0.4% | +3.9% |
| 30D | -15.3% | +0.5% | -15.8% | -15.6% |
| 3M | -35.4% | -17.4% | -18.0% | -31.0% |
| 6M | -46.8% | -1.7% | -45.1% | -47.7% |
| YTD | +25.9% | +20.7% | +5.1% | +5.8% |
| 1Y | +54.0% | +41.1% | +12.9% | +12.6% |
| All | +54.0% | +39.4% | +14.6% | +12.6% |
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