+313.9%
SYF vs JBHT
+226.6%
+87.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -0.4% | +1.7% | -2.1% | -1.4% |
| 30D | +4.4% | -1.2% | +5.5% | +4.8% |
| 3M | -4.7% | -17.1% | +12.4% | +4.2% |
| 6M | +1.9% | -4.4% | +6.3% | +1.5% |
| YTD | -8.9% | +17.5% | -26.4% | -20.3% |
| 1Y | +4.1% | +32.6% | -28.5% | -15.2% |
| 3Y | +162.2% | +33.0% | +129.2% | +103.7% |
| 5Y | +73.9% | +20.3% | +53.6% | +39.2% |
| 10Y | +234.2% | +209.1% | +25.2% | +43.6% |
| All | +313.9% | +226.6% | +87.4% | +66.8% |
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 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