+538.5%
SMCI vs JBHT
+17.1%
+521.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | -12.7% | -1.6% | -11.1% | -12.0% |
| 30D | -36.0% | -2.3% | -33.7% | -35.3% |
| 3M | -2.1% | -18.5% | +16.3% | +7.6% |
| 6M | -17.0% | -11.3% | -5.8% | -12.7% |
| YTD | -1.7% | +12.6% | -14.3% | -8.1% |
| 1Y | -28.7% | +29.8% | -58.5% | -37.8% |
| 3Y | +13.9% | +28.1% | -14.2% | -2.9% |
| All | +538.5% | +17.1% | +521.5% | +449.9% |
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