-43.1%
SIRI vs JBHT
+58.3%
-101.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.5% |
| 7D | +1.6% | +4.9% | -3.3% | +0.1% |
| 30D | -4.7% | +0.6% | -5.3% | -5.0% |
| 3M | +5.3% | -3.2% | +8.5% | +5.8% |
| 6M | +30.5% | +17.0% | +13.6% | +23.1% |
| YTD | +49.6% | +41.7% | +8.0% | +32.5% |
| 1Y | +28.5% | +90.0% | -61.5% | +2.1% |
| 3Y | -27.5% | +47.0% | -74.4% | -38.4% |
| All | -43.1% | +58.3% | -101.4% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling