+425.4%
SN vs JBHT
+9.9%
+415.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.4% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | +17.5% | -3.1% | +20.6% | +18.8% |
| 3M | +19.2% | -19.5% | +38.8% | +28.5% |
| 6M | +84.9% | -9.6% | +94.5% | +88.8% |
| YTD | +94.0% | +13.3% | +80.7% | +78.9% |
| 1Y | +151.3% | +29.7% | +121.7% | +119.1% |
| 3Y | +387.1% | +28.3% | +358.7% | +306.4% |
| All | +425.4% | +9.9% | +415.5% | +288.5% |
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