+103.1%
SPG vs JBHT
+58.3%
+44.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -2.4% | +4.9% | -7.3% | -4.0% |
| 30D | -6.8% | +0.6% | -7.4% | -7.2% |
| 3M | +2.7% | -3.2% | +5.9% | +3.3% |
| 6M | +5.5% | +17.0% | -11.5% | -1.1% |
| YTD | +15.7% | +41.7% | -26.0% | +1.2% |
| 1Y | +20.9% | +90.0% | -69.1% | -6.2% |
| 3Y | +112.4% | +47.0% | +65.4% | +77.2% |
| All | +103.1% | +58.3% | +44.8% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling