-77.7%
SNAP vs JBHT
+198.9%
-276.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -5.4% |
| 7D | +0.7% | +4.9% | -4.1% | -1.5% |
| 30D | +2.6% | +0.6% | +2.1% | +1.8% |
| 3M | -9.9% | -3.2% | -6.7% | -9.3% |
| 6M | +1.9% | +17.0% | -15.1% | -7.2% |
| YTD | -32.2% | +41.7% | -73.9% | -44.0% |
| 1Y | -22.8% | +90.0% | -112.8% | -46.1% |
| 3Y | -47.6% | +47.0% | -94.6% | -59.1% |
| 5Y | -92.7% | +58.3% | -151.0% | -94.6% |
| All | -77.7% | +198.9% | -276.5% | -88.3% |
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