+312.3%
SPOT vs JBHT
+102.2%
+210.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -1.2% |
| 7D | +10.3% | -1.4% | +11.6% | +10.7% |
| 30D | +25.9% | -3.1% | +28.9% | +26.9% |
| 3M | +27.4% | -19.5% | +47.0% | +34.1% |
| 6M | +46.5% | -9.6% | +56.0% | +48.0% |
| YTD | +5.8% | +13.3% | -7.5% | -0.7% |
| 1Y | -0.9% | +29.7% | -30.6% | -10.9% |
| 3Y | +261.5% | +28.3% | +233.2% | +214.1% |
| 5Y | +112.6% | +18.5% | +94.1% | +87.8% |
| All | +312.3% | +102.2% | +210.2% | +194.1% |
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