+449.2%
SPMO vs JBHT
+186.6%
+262.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.6% | +0.9% | -3.6% | -2.9% |
| 30D | -14.2% | -1.1% | -13.1% | -14.0% |
| 3M | -12.7% | -14.8% | +2.1% | -8.8% |
| 6M | -9.6% | -7.4% | -2.1% | -8.5% |
| YTD | +9.3% | +17.3% | -8.0% | +1.9% |
| 1Y | +8.2% | +35.3% | -27.1% | -3.8% |
| 3Y | +119.4% | +33.9% | +85.4% | +89.0% |
| 5Y | +112.5% | +22.5% | +89.9% | +84.2% |
| 10Y | +449.2% | +181.3% | +267.9% | +237.8% |
| All | +449.2% | +186.6% | +262.6% | +237.8% |
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