-3.5%
SIRI vs JBHT
+191.4%
-194.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.2% |
| 7D | +11.4% | +0.2% | +11.2% | +11.3% |
| 30D | +24.2% | -2.2% | +26.4% | +25.0% |
| 3M | +11.1% | -16.5% | +27.6% | +17.2% |
| 6M | +23.9% | -8.4% | +32.3% | +25.9% |
| YTD | +70.0% | +16.1% | +53.9% | +58.1% |
| 1Y | +56.6% | +31.9% | +24.7% | +39.0% |
| 3Y | -21.4% | +34.1% | -55.5% | -32.3% |
| 5Y | -38.3% | +20.1% | -58.4% | -46.4% |
| 10Y | -3.5% | +184.7% | -188.2% | -45.9% |
| All | -3.5% | +191.4% | -194.9% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling