+161.9%
SPMO vs JBHT
+47.5%
+114.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.0% |
| 7D | +2.0% | +4.9% | -2.9% | +0.9% |
| 30D | -0.4% | +0.6% | -0.9% | -0.5% |
| 3M | -1.9% | -3.2% | +1.3% | -1.4% |
| 6M | +25.0% | +17.0% | +8.1% | +20.1% |
| YTD | +26.0% | +41.7% | -15.6% | +16.0% |
| 1Y | +28.7% | +90.0% | -61.3% | +10.4% |
| All | +161.9% | +47.5% | +114.3% | +132.9% |
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