+410.8%
SPYG vs JBHT
+273.4%
+137.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | +0.4% | +4.9% | -4.5% | -1.2% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +0.5% | -3.2% | +3.7% | +1.1% |
| 6M | +17.5% | +17.0% | +0.5% | +10.2% |
| YTD | +14.3% | +41.7% | -27.3% | 0.0% |
| 1Y | +21.7% | +90.0% | -68.3% | -5.5% |
| 3Y | +98.6% | +47.0% | +51.6% | +65.1% |
| 5Y | +85.1% | +58.3% | +26.8% | +46.0% |
| All | +410.8% | +273.4% | +137.3% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling