-13.6%
SIRI vs JBHT
+276.8%
-290.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +4.3% | +7.1% | -2.9% | +1.9% |
| 30D | -2.8% | +2.3% | -5.2% | -3.7% |
| 3M | +5.9% | -4.5% | +10.4% | +7.0% |
| 6M | +31.9% | +29.2% | +2.7% | +19.5% |
| YTD | +48.7% | +42.2% | +6.5% | +29.8% |
| 1Y | +23.2% | +93.7% | -70.5% | -5.1% |
| 3Y | -23.9% | +53.2% | -77.1% | -37.1% |
| 5Y | -43.4% | +62.4% | -105.8% | -55.6% |
| 10Y | -13.6% | +274.7% | -288.3% | -53.3% |
| All | -13.6% | +276.8% | -290.4% | -53.3% |
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 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