-22.3%
SIRI vs JBHT
+27.4%
-49.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +12.6% | -1.6% | +14.2% | +13.2% |
| 30D | +25.9% | -2.3% | +28.2% | +26.7% |
| 3M | +10.3% | -18.5% | +28.8% | +16.8% |
| 6M | +24.8% | -11.3% | +36.1% | +27.7% |
| YTD | +68.6% | +12.6% | +56.0% | +57.5% |
| 1Y | +55.9% | +29.8% | +26.1% | +38.1% |
| 3Y | -22.3% | +28.1% | -50.4% | -38.1% |
| All | -22.3% | +27.4% | -49.7% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling