+110.9%
SPG vs JBHT
+192.4%
-81.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +4.9% | -1.6% | +6.5% | +5.6% |
| 30D | +15.6% | -2.3% | +17.9% | +16.5% |
| 3M | +4.1% | -18.5% | +22.5% | +11.8% |
| 6M | +13.6% | -11.3% | +24.8% | +16.9% |
| YTD | +27.5% | +12.6% | +15.0% | +17.8% |
| 1Y | +32.2% | +29.8% | +2.5% | +14.5% |
| 3Y | +126.0% | +28.1% | +97.9% | +88.3% |
| 5Y | +74.7% | +17.7% | +57.1% | +47.5% |
| All | +110.9% | +192.4% | -81.4% | +23.8% |
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