+117.8%
SPMO vs JBHT
+19.8%
+98.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +9.8% | +4.2% | +5.6% | +8.7% |
| 30D | -9.2% | -0.4% | -8.8% | -9.1% |
| 3M | -11.0% | -17.3% | +6.4% | -7.0% |
| 6M | -6.6% | -3.5% | -3.1% | -6.8% |
| YTD | +13.3% | +18.0% | -4.7% | +6.8% |
| 1Y | +12.7% | +35.5% | -22.9% | +2.1% |
| 3Y | +127.5% | +34.8% | +92.7% | +100.7% |
| All | +117.8% | +19.8% | +98.0% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling