-99.5%
SPXS vs JBHT
+192.4%
-291.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -1.5% |
| 7D | +7.5% | -1.6% | +9.1% | +6.3% |
| 30D | +17.5% | -2.3% | +19.8% | +15.5% |
| 3M | +14.7% | -18.5% | +33.1% | -4.5% |
| 6M | -0.1% | -11.3% | +11.1% | -8.8% |
| YTD | -19.7% | +12.6% | -32.3% | -4.5% |
| 1Y | -23.6% | +29.8% | -53.4% | +5.8% |
| 3Y | -79.2% | +28.1% | -107.3% | -66.9% |
| 5Y | -81.7% | +17.7% | -99.4% | -66.3% |
| All | -99.5% | +192.4% | -291.8% | -95.8% |
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