+645.9%
SNPS vs JBHT
+194.3%
+451.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -3.6% |
| 7D | -10.2% | -1.4% | -8.8% | -9.7% |
| 30D | -12.8% | -3.1% | -9.8% | -12.0% |
| 3M | +9.9% | -19.5% | +29.4% | +17.7% |
| 6M | -12.4% | -9.6% | -2.8% | -11.1% |
| YTD | -6.3% | +13.3% | -19.6% | -14.3% |
| 1Y | +7.6% | +29.7% | -22.1% | -7.1% |
| 3Y | -9.8% | +28.3% | -38.1% | -24.1% |
| 5Y | +29.2% | +18.5% | +10.8% | +10.2% |
| All | +645.9% | +194.3% | +451.6% | +374.6% |
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