+38.2%
SITM vs JBHT
+33.2%
+5.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -3.1% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -27.4% | -1.1% | -26.3% | -27.2% |
| 3M | -35.6% | -14.8% | -20.8% | -31.8% |
| 6M | -46.6% | -7.4% | -39.2% | -46.2% |
| YTD | +25.8% | +17.3% | +8.5% | +4.6% |
| 1Y | +38.2% | +35.3% | +2.9% | -1.8% |
| All | +38.2% | +33.2% | +5.0% | -1.8% |
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