-79.7%
SNAP vs JBHT
+137.5%
-217.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -7.1% | -1.6% | -5.5% | -6.2% |
| 30D | -14.6% | -2.3% | -12.3% | -13.6% |
| 3M | -5.0% | -18.5% | +13.5% | +3.3% |
| 6M | -18.8% | -11.3% | -7.6% | -15.8% |
| YTD | -38.5% | +12.6% | -51.1% | -43.8% |
| 1Y | -38.1% | +29.8% | -67.8% | -47.4% |
| 3Y | -53.8% | +28.1% | -81.9% | -61.7% |
| 5Y | -90.7% | +17.7% | -108.4% | -92.1% |
| All | -79.7% | +137.5% | -217.2% | -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