+6.7%
SPYG vs JBHT
+33.2%
-26.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -1.9% | +0.9% | -2.9% | -2.0% |
| 30D | -9.2% | -1.1% | -8.1% | -9.1% |
| 3M | -6.8% | -14.8% | +8.0% | -5.3% |
| 6M | -2.6% | -7.4% | +4.9% | -2.6% |
| YTD | +7.5% | +17.3% | -9.8% | +2.8% |
| 1Y | +6.7% | +35.3% | -28.7% | +0.5% |
| All | +6.7% | +33.2% | -26.6% | +0.5% |
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