+422.3%
SPMO vs JBHT
+192.4%
+230.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -8.7% | -1.6% | -7.1% | -8.2% |
| 30D | -18.7% | -2.3% | -16.4% | -18.2% |
| 3M | -16.4% | -18.5% | +2.0% | -11.6% |
| 6M | -11.9% | -11.3% | -0.6% | -9.7% |
| YTD | +4.9% | +12.6% | -7.7% | -1.0% |
| 1Y | +6.2% | +29.8% | -23.6% | -4.4% |
| 3Y | +115.1% | +28.1% | +87.0% | +88.0% |
| 5Y | +102.2% | +17.7% | +84.5% | +77.5% |
| All | +422.3% | +192.4% | +230.0% | +232.2% |
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