+11.2%
SPYG vs JBHT
+34.8%
-23.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -2.8% | +1.7% | -4.5% | -2.9% |
| 30D | -6.2% | -1.2% | -5.0% | -6.1% |
| 3M | -3.6% | -17.1% | +13.5% | -1.7% |
| 6M | +4.8% | -4.4% | +9.2% | +4.4% |
| YTD | +11.0% | +17.5% | -6.5% | +6.9% |
| 1Y | +11.2% | +32.6% | -21.4% | +6.5% |
| All | +11.2% | +34.8% | -23.6% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling