+450.3%
SPMO vs JBHT
+191.4%
+258.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.4% |
| 7D | -1.9% | +0.2% | -2.2% | -1.9% |
| 30D | -14.1% | -2.2% | -11.9% | -13.5% |
| 3M | -13.1% | -16.5% | +3.4% | -8.7% |
| 6M | -9.4% | -8.4% | -1.0% | -8.0% |
| YTD | +9.5% | +16.1% | -6.6% | +2.4% |
| 1Y | +10.5% | +31.9% | -21.4% | -1.0% |
| 3Y | +124.4% | +34.1% | +90.3% | +93.1% |
| 5Y | +110.5% | +20.1% | +90.4% | +83.8% |
| 10Y | +450.3% | +184.7% | +265.6% | +240.6% |
| All | +450.3% | +191.4% | +258.9% | +240.6% |
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