-23.0%
SIRI vs JBHT
+38.8%
-61.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.4% |
| 7D | -1.7% | +7.0% | -8.7% | -3.8% |
| 30D | +21.1% | +0.5% | +20.6% | +20.8% |
| 3M | +14.7% | -17.4% | +32.1% | +21.1% |
| 6M | +22.9% | -1.7% | +24.6% | +21.7% |
| YTD | +65.7% | +20.7% | +45.0% | +51.5% |
| 1Y | +53.5% | +41.1% | +12.4% | +32.3% |
| 3Y | -23.0% | +38.0% | -61.0% | -42.9% |
| All | -23.0% | +38.8% | -61.8% | -42.9% |
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 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