+4,004.7%
SYY vs JBHT
+9,288.5%
-5,283.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -1.6% |
| 7D | -8.8% | -1.4% | -7.4% | -8.6% |
| 30D | -2.9% | -3.1% | +0.2% | -2.4% |
| 3M | -10.7% | -19.5% | +8.9% | -7.8% |
| 6M | +4.0% | -9.6% | +13.6% | +5.0% |
| YTD | +4.3% | +13.3% | -9.0% | +1.3% |
| 1Y | +5.0% | +29.7% | -24.6% | -0.2% |
| 3Y | +21.1% | +28.3% | -7.2% | +13.3% |
| 5Y | +5.0% | +18.5% | -13.4% | -1.2% |
| 10Y | +101.4% | +198.1% | -96.7% | +65.0% |
| All | +4,004.7% | +9,288.5% | -5,283.7% | +1,940.3% |
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