-9.4%
SIRI vs JBHT
+6,610.1%
-6,619.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +12.6% | -1.6% | +14.2% | +13.1% |
| 30D | +25.9% | -2.3% | +28.2% | +26.6% |
| 3M | +10.3% | -18.5% | +28.8% | +16.3% |
| 6M | +24.8% | -11.3% | +36.1% | +27.8% |
| YTD | +68.6% | +12.6% | +56.0% | +60.7% |
| 1Y | +55.9% | +29.8% | +26.1% | +42.5% |
| 3Y | -22.3% | +28.1% | -50.4% | -30.0% |
| 5Y | -38.6% | +17.7% | -56.3% | -44.4% |
| 10Y | -0.6% | +196.1% | -196.7% | -32.4% |
| All | -9.4% | +6,610.1% | -6,619.4% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling