+341.8%
SITM vs JBHT
+35.7%
+306.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.0% |
| 7D | +17.2% | +0.5% | +16.7% | +17.2% |
| 30D | -17.1% | -0.1% | -17.0% | -17.1% |
| 3M | -29.2% | -14.0% | -15.1% | -23.4% |
| 6M | -47.6% | -5.1% | -42.5% | -47.6% |
| YTD | +33.8% | +18.0% | +15.8% | +14.2% |
| 1Y | +54.1% | +36.5% | +17.6% | +19.3% |
| All | +341.8% | +35.7% | +306.1% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling