+75.7%
SPYM vs JBHT
+22.9%
+52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -1.1% | -14.0% | +12.9% | +2.1% |
| 6M | +3.3% | -5.1% | +8.4% | +3.4% |
| YTD | +12.4% | +18.0% | -5.7% | +5.1% |
| 1Y | +12.5% | +36.5% | -24.0% | +0.8% |
| 3Y | +79.1% | +34.8% | +44.4% | +55.9% |
| 5Y | +75.7% | +21.4% | +54.3% | +51.1% |
| All | +75.7% | +22.9% | +52.8% | +51.1% |
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 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