-75.8%
SNAP vs JBHT
+147.9%
-223.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +5.5% | -1.2% | +6.7% | +5.9% |
| 3M | +2.2% | -17.1% | +19.4% | +10.2% |
| 6M | -4.1% | -4.4% | +0.3% | -4.2% |
| YTD | -26.6% | +17.5% | -44.1% | -34.4% |
| 1Y | -20.7% | +32.6% | -53.3% | -33.4% |
| 3Y | -44.8% | +33.0% | -77.8% | -55.1% |
| 5Y | -88.7% | +20.3% | -109.0% | -90.5% |
| All | -75.8% | +147.9% | -223.7% | -86.3% |
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 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