+75.5%
SPYM vs JBHT
+27.4%
+48.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | -5.4% | -2.3% | -3.1% | -5.0% |
| 3M | -4.1% | -18.5% | +14.4% | -0.8% |
| 6M | +0.8% | -11.3% | +12.0% | +2.1% |
| YTD | +8.8% | +12.6% | -3.8% | +4.5% |
| 1Y | +11.0% | +29.8% | -18.8% | +3.4% |
| 3Y | +75.5% | +28.1% | +47.4% | +59.1% |
| All | +75.5% | +27.4% | +48.1% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling