+508.1%
SPYG vs JBHT
+8,724.1%
-8,216.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -4.7% |
| 7D | -7.0% | -1.4% | -5.6% | -6.6% |
| 30D | -12.1% | -3.1% | -9.0% | -11.4% |
| 3M | -9.0% | -19.5% | +10.6% | -3.5% |
| 6M | -2.0% | -9.6% | +7.5% | -0.2% |
| YTD | +4.6% | +13.3% | -8.7% | -1.2% |
| 1Y | +4.4% | +29.7% | -25.3% | -5.5% |
| 3Y | +88.7% | +28.3% | +60.4% | +66.2% |
| 5Y | +61.8% | +18.5% | +43.4% | +44.2% |
| 10Y | +390.7% | +198.1% | +192.6% | +220.1% |
| All | +508.1% | +8,724.1% | -8,216.1% | +65.8% |
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