+135.4%
SPG vs JBHT
+35.7%
+99.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.7% | +0.5% | +2.3% | +2.6% |
| 30D | +16.6% | -0.1% | +16.6% | +16.5% |
| 3M | +8.1% | -14.0% | +22.1% | +11.5% |
| 6M | +19.3% | -5.1% | +24.4% | +19.4% |
| YTD | +31.1% | +18.0% | +13.0% | +23.0% |
| 1Y | +32.8% | +36.5% | -3.8% | +19.4% |
| All | +135.4% | +35.7% | +99.7% | +101.5% |
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