+4,608.4%
SITM vs JBHT
+150.9%
+4,457.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +4.5% |
| 7D | +9.7% | +4.9% | +4.8% | +6.1% |
| 30D | +12.7% | +0.6% | +12.1% | +12.3% |
| 3M | -13.4% | -3.2% | -10.2% | -11.9% |
| 6M | +59.6% | +17.0% | +42.7% | +40.5% |
| YTD | +73.3% | +41.7% | +31.6% | +30.4% |
| 1Y | +165.5% | +90.0% | +75.6% | +55.4% |
| 3Y | +368.7% | +47.0% | +321.7% | +227.7% |
| 5Y | +172.5% | +58.3% | +114.2% | +80.2% |
| All | +4,608.4% | +150.9% | +4,457.5% | +1,741.7% |
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