+573.2%
SPMO vs JBHT
+298.6%
+274.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.7% |
| 7D | +2.0% | +4.9% | -2.9% | +0.5% |
| 30D | -0.4% | +0.6% | -0.9% | -0.6% |
| 3M | -1.9% | -3.2% | +1.3% | -1.3% |
| 6M | +25.0% | +17.0% | +8.1% | +18.3% |
| YTD | +26.0% | +41.7% | -15.6% | +12.1% |
| 1Y | +28.7% | +90.0% | -61.3% | +3.2% |
| 3Y | +160.9% | +47.0% | +113.9% | +122.2% |
| 5Y | +147.9% | +58.3% | +89.6% | +100.9% |
| 10Y | +518.9% | +273.9% | +245.0% | +276.7% |
| All | +573.2% | +298.6% | +274.7% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling