+164.4%
SYF vs JBHT
+28.2%
+136.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.1% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | +2.6% | -3.1% | +5.7% | +3.8% |
| 3M | -6.5% | -19.5% | +13.0% | +1.1% |
| 6M | +0.8% | -9.6% | +10.4% | +2.6% |
| YTD | -10.1% | +13.3% | -23.4% | -18.2% |
| 1Y | +0.8% | +29.7% | -28.8% | -13.9% |
| All | +164.4% | +28.2% | +136.2% | +107.4% |
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