-19.6%
SIRI vs JBHT
+8,344.1%
-8,363.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.4% |
| 7D | +1.6% | +4.9% | -3.3% | +0.2% |
| 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% | +23.8% |
| YTD | +49.6% | +41.7% | +8.0% | +34.2% |
| 1Y | +28.5% | +90.0% | -61.5% | +4.6% |
| 3Y | -27.5% | +47.0% | -74.4% | -37.0% |
| 5Y | -44.7% | +58.3% | -103.0% | -53.8% |
| 10Y | -12.6% | +273.9% | -286.5% | -44.2% |
| All | -19.6% | +8,344.1% | -8,363.7% | -73.9% |
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 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