+115.1%
SPMO vs JBHT
+27.4%
+87.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -8.7% | -1.6% | -7.1% | -8.4% |
| 30D | -18.7% | -2.3% | -16.4% | -18.3% |
| 3M | -16.4% | -18.5% | +2.0% | -13.2% |
| 6M | -11.9% | -11.3% | -0.6% | -10.4% |
| YTD | +4.9% | +12.6% | -7.7% | +0.9% |
| 1Y | +6.2% | +29.8% | -23.6% | -1.0% |
| 3Y | +115.1% | +28.1% | +87.0% | +98.7% |
| All | +115.1% | +27.4% | +87.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling