+67.5%
SYF vs JBHT
+15.0%
+52.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.4% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | +2.6% | -3.1% | +5.7% | +3.9% |
| 3M | -6.5% | -19.5% | +13.0% | +2.2% |
| 6M | +0.8% | -9.6% | +10.4% | +3.1% |
| YTD | -10.1% | +13.3% | -23.4% | -18.8% |
| 1Y | +0.8% | +29.7% | -28.8% | -15.1% |
| 3Y | +158.8% | +28.3% | +130.5% | +110.8% |
| 5Y | +67.5% | +18.5% | +49.0% | +31.8% |
| All | +67.5% | +15.0% | +52.5% | +31.8% |
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