-99.5%
SPXS vs JBHT
+182.5%
-282.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +3.5% |
| 7D | -7.5% | +7.0% | -14.5% | -1.1% |
| 30D | +5.3% | +0.5% | +4.8% | +6.7% |
| 3M | +9.7% | -17.4% | +27.1% | -7.5% |
| 6M | -4.6% | -1.7% | -2.8% | -3.6% |
| YTD | -25.8% | +20.7% | -46.5% | -5.3% |
| 1Y | -28.8% | +41.1% | -69.9% | +7.2% |
| 3Y | -80.2% | +38.0% | -118.2% | -66.0% |
| 5Y | -83.2% | +22.5% | -105.7% | -68.0% |
| All | -99.5% | +182.5% | -282.0% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling