+469.5%
SPMO vs JBHT
+183.5%
+286.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -10.0% | -0.1% | -9.9% | -10.0% |
| 3M | -9.4% | -14.0% | +4.7% | -5.6% |
| 6M | -7.7% | -5.1% | -2.6% | -7.3% |
| YTD | +13.3% | +18.0% | -4.7% | +5.4% |
| 1Y | +12.7% | +36.5% | -23.8% | -0.1% |
| 3Y | +127.5% | +34.8% | +92.7% | +95.6% |
| 5Y | +119.7% | +21.4% | +98.2% | +91.2% |
| 10Y | +469.5% | +178.0% | +291.5% | +250.7% |
| All | +469.5% | +183.5% | +286.0% | +250.7% |
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