+523.6%
SMCI vs JBHT
+22.5%
+501.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.6% |
| 7D | -6.6% | +7.0% | -13.6% | -9.7% |
| 30D | -24.9% | +0.5% | -25.4% | -25.1% |
| 3M | -31.4% | -17.4% | -14.0% | -25.3% |
| 6M | -16.0% | -1.7% | -14.3% | -16.2% |
| YTD | -8.2% | +20.7% | -28.9% | -17.2% |
| 1Y | -23.4% | +41.1% | -64.5% | -36.0% |
| 3Y | +5.0% | +38.0% | -33.0% | -13.8% |
| All | +523.6% | +22.5% | +501.0% | +419.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling