+307.1%
SMTC vs JBHT
+192.4%
+114.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +13.1% |
| 7D | -19.0% | -1.6% | -17.4% | -18.0% |
| 30D | -46.7% | -2.3% | -44.5% | -46.1% |
| 3M | -23.4% | -18.5% | -5.0% | -15.1% |
| 6M | -13.4% | -11.3% | -2.1% | -10.0% |
| YTD | +40.1% | +12.6% | +27.5% | +25.1% |
| 1Y | +47.7% | +29.8% | +17.9% | +20.4% |
| 3Y | +606.9% | +28.1% | +578.8% | +456.8% |
| 5Y | +14.4% | +17.7% | -3.3% | -6.9% |
| All | +307.1% | +192.4% | +114.8% | +106.8% |
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 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