+564.9%
SPYG vs JBHT
+10,931.5%
-10,366.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +0.4% | +4.9% | -4.5% | -1.1% |
| 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% | +11.0% |
| YTD | +14.3% | +41.7% | -27.3% | +1.6% |
| 1Y | +21.7% | +90.0% | -68.3% | -2.5% |
| 3Y | +98.6% | +47.0% | +51.6% | +68.7% |
| 5Y | +85.1% | +58.3% | +26.8% | +51.7% |
| 10Y | +412.0% | +273.9% | +138.1% | +213.6% |
| All | +564.9% | +10,931.5% | -10,366.6% | +70.5% |
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 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