+62,999.7%
SMTC vs JBHT
+11,637.0%
+51,362.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.8% | +6.4% | +8.2% |
| 7D | +12.7% | +4.9% | +7.9% | +10.9% |
| 30D | +22.0% | +0.6% | +21.4% | +21.9% |
| 3M | -12.7% | -3.2% | -9.5% | -11.5% |
| 6M | +64.8% | +17.0% | +47.8% | +55.8% |
| YTD | +100.7% | +41.7% | +59.0% | +76.7% |
| 1Y | +146.9% | +90.0% | +56.9% | +92.8% |
| 3Y | +456.8% | +47.0% | +409.8% | +377.4% |
| 5Y | +89.2% | +58.3% | +30.9% | +57.4% |
| 10Y | +426.9% | +273.9% | +153.0% | +231.1% |
| All | +62,999.7% | +11,637.0% | +51,362.7% | +15,138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling