-79.2%
SNAP vs JBHT
+139.1%
-218.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.6% | -10.5% | -12.4% |
| 7D | -10.4% | -1.4% | -9.0% | -9.6% |
| 30D | -11.9% | -3.1% | -8.9% | -10.6% |
| 3M | -4.5% | -19.5% | +15.0% | +4.5% |
| 6M | -16.7% | -9.6% | -7.1% | -14.4% |
| YTD | -36.9% | +13.3% | -50.2% | -42.5% |
| 1Y | -30.3% | +29.7% | -60.0% | -40.7% |
| 3Y | -52.5% | +28.3% | -80.8% | -60.7% |
| 5Y | -90.4% | +18.5% | -108.9% | -91.9% |
| All | -79.2% | +139.1% | -218.3% | -88.0% |
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