+69.2%
SPYG vs JBHT
+21.8%
+47.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.9% | +0.9% | -2.9% | -2.2% |
| 30D | -9.2% | -1.1% | -8.1% | -8.9% |
| 3M | -6.8% | -14.8% | +8.0% | -3.2% |
| 6M | -2.6% | -7.4% | +4.9% | -1.8% |
| YTD | +7.5% | +17.3% | -9.8% | 0.0% |
| 1Y | +6.7% | +35.3% | -28.7% | -5.3% |
| 3Y | +90.1% | +33.9% | +56.1% | +63.0% |
| 5Y | +69.2% | +22.5% | +46.7% | +43.4% |
| All | +69.2% | +21.8% | +47.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling