+59.6%
SPG vs JBHT
+272.5%
-213.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -2.4% | +4.9% | -7.3% | -4.4% |
| 30D | -6.8% | +0.6% | -7.4% | -7.3% |
| 3M | +2.7% | -3.2% | +5.9% | +3.4% |
| 6M | +5.5% | +17.0% | -11.5% | -2.6% |
| YTD | +15.7% | +41.7% | -26.0% | -1.8% |
| 1Y | +20.9% | +90.0% | -69.1% | -11.4% |
| 3Y | +112.4% | +47.0% | +65.4% | +69.6% |
| 5Y | +101.4% | +58.3% | +43.0% | +50.5% |
| All | +59.6% | +272.5% | -213.0% | -16.1% |
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 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