+201.0%
STT vs JBHT
+191.4%
+9.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +1.7% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -2.3% | -2.2% | -0.2% | -1.5% |
| 3M | -7.0% | -16.5% | +9.5% | +0.2% |
| 6M | +15.5% | -8.4% | +23.9% | +17.5% |
| YTD | +35.6% | +16.1% | +19.5% | +21.1% |
| 1Y | +47.9% | +31.9% | +15.9% | +23.3% |
| 3Y | +181.1% | +34.1% | +147.0% | +120.0% |
| 5Y | +108.2% | +20.1% | +88.1% | +68.2% |
| 10Y | +201.0% | +184.7% | +16.3% | +26.9% |
| All | +201.0% | +191.4% | +9.6% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling