+283.8%
SITM vs JBHT
+27.4%
+256.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.7% | +18.1% | +17.8% |
| 7D | -6.7% | -1.6% | -5.1% | -5.8% |
| 30D | -37.3% | -2.3% | -35.0% | -36.7% |
| 3M | -39.4% | -18.5% | -20.9% | -32.4% |
| 6M | -33.1% | -11.3% | -21.8% | -30.7% |
| YTD | +18.0% | +12.6% | +5.5% | +3.4% |
| 1Y | +22.7% | +29.8% | -7.1% | -2.4% |
| 3Y | +283.8% | +28.1% | +255.7% | +181.1% |
| All | +283.8% | +27.4% | +256.4% | +181.1% |
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