+3,107.0%
SITM vs JBHT
+99.4%
+3,007.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.7% | +18.1% | +17.9% |
| 7D | -6.7% | -1.6% | -5.1% | -5.6% |
| 30D | -37.3% | -2.3% | -35.0% | -36.5% |
| 3M | -39.4% | -18.5% | -20.9% | -31.0% |
| 6M | -33.1% | -11.3% | -21.8% | -30.1% |
| YTD | +18.0% | +12.6% | +5.5% | +2.5% |
| 1Y | +22.7% | +29.8% | -7.1% | -4.2% |
| 3Y | +283.8% | +28.1% | +255.7% | +189.3% |
| 5Y | +45.0% | +17.7% | +27.4% | +16.0% |
| All | +3,107.0% | +99.4% | +3,007.7% | +1,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling