-15.6%
SNPS vs JBHT
+47.5%
-63.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.3% |
| 7D | -11.0% | +4.9% | -15.9% | -12.4% |
| 30D | -1.7% | +0.6% | -2.3% | -2.1% |
| 3M | -20.4% | -3.2% | -17.1% | -19.9% |
| 6M | -8.6% | +17.0% | -25.6% | -14.6% |
| YTD | -16.2% | +41.7% | -57.8% | -27.5% |
| 1Y | -34.6% | +90.0% | -124.6% | -49.8% |
| All | -15.6% | +47.5% | -63.2% | -32.2% |
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