-47.7%
SNAP vs JBHT
+47.5%
-95.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -5.3% |
| 7D | +0.7% | +4.9% | -4.1% | -1.4% |
| 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% | -7.3% |
| YTD | -32.2% | +41.7% | -73.9% | -44.2% |
| 1Y | -22.8% | +90.0% | -112.8% | -46.6% |
| All | -47.7% | +47.5% | -95.2% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling