+451.5%
SPMO vs JBHT
+218.8%
+232.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -6.2% |
| 7D | -14.0% | -1.4% | -12.6% | -13.6% |
| 30D | -20.0% | -3.1% | -16.9% | -19.3% |
| 3M | -18.4% | -19.5% | +1.2% | -13.5% |
| 6M | -10.9% | -9.6% | -1.3% | -9.3% |
| YTD | +3.2% | +13.3% | -10.1% | -2.4% |
| 1Y | +3.1% | +29.7% | -26.6% | -6.7% |
| 3Y | +113.3% | +28.3% | +85.0% | +87.8% |
| 5Y | +99.0% | +18.5% | +80.6% | +75.7% |
| 10Y | +414.1% | +198.1% | +216.0% | +232.4% |
| All | +451.5% | +218.8% | +232.7% | +254.1% |
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