+340.9%
SYF vs JBHT
+293.7%
+47.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.5% |
| 7D | +2.4% | +4.9% | -2.5% | -0.4% |
| 30D | +0.8% | +0.6% | +0.3% | +0.1% |
| 3M | +13.4% | -3.2% | +16.6% | +14.3% |
| 6M | +16.3% | +17.0% | -0.6% | +4.2% |
| YTD | -3.0% | +41.7% | -44.7% | -22.6% |
| 1Y | +5.7% | +90.0% | -84.3% | -31.1% |
| 3Y | +160.1% | +47.0% | +113.1% | +93.5% |
| 5Y | +88.5% | +58.3% | +30.2% | +29.3% |
| 10Y | +263.1% | +273.9% | -10.8% | +41.9% |
| All | +340.9% | +293.7% | +47.1% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling