+1.5%
SMTC vs JBHT
+15.0%
-13.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -15.6% |
| 7D | -35.0% | -1.4% | -33.6% | -34.3% |
| 30D | -53.6% | -3.1% | -50.5% | -52.9% |
| 3M | -24.5% | -19.5% | -5.0% | -16.5% |
| 6M | -19.0% | -9.6% | -9.4% | -17.1% |
| YTD | +24.2% | +13.3% | +10.9% | +10.8% |
| 1Y | +35.6% | +29.7% | +5.9% | +11.6% |
| 3Y | +521.9% | +28.3% | +493.6% | +394.3% |
| 5Y | +1.5% | +18.5% | -17.0% | -17.9% |
| All | +1.5% | +15.0% | -13.5% | -17.9% |
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