+1,119.6%
SMCI vs JBHT
+191.4%
+928.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -2.1% |
| 7D | -6.0% | +0.2% | -6.3% | -6.1% |
| 30D | -31.7% | -2.2% | -29.5% | -31.0% |
| 3M | -8.1% | -16.5% | +8.3% | -0.5% |
| 6M | -19.1% | -8.4% | -10.7% | -16.4% |
| YTD | -2.3% | +16.1% | -18.4% | -9.9% |
| 1Y | -28.1% | +31.9% | -60.0% | -37.7% |
| 3Y | +8.0% | +34.1% | -26.1% | -10.5% |
| 5Y | +537.8% | +20.1% | +517.7% | +447.8% |
| 10Y | +1,119.6% | +184.7% | +935.0% | +552.6% |
| All | +1,119.6% | +191.4% | +928.2% | +552.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling