+66.5%
SYF vs JBHT
+17.1%
+49.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.4% |
| 30D | +2.5% | -2.3% | +4.8% | +3.4% |
| 3M | -6.3% | -18.5% | +12.2% | +1.8% |
| 6M | -1.5% | -11.3% | +9.8% | +1.7% |
| YTD | -10.5% | +12.6% | -23.1% | -18.9% |
| 1Y | +1.5% | +29.8% | -28.2% | -14.6% |
| 3Y | +163.3% | +28.1% | +135.2% | +114.5% |
| All | +66.5% | +17.1% | +49.4% | +32.5% |
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 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