-79.2%
SPXS vs JBHT
+27.4%
-106.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -1.2% |
| 7D | +7.5% | -1.6% | +9.1% | +6.8% |
| 30D | +17.5% | -2.3% | +19.8% | +16.4% |
| 3M | +14.7% | -18.5% | +33.1% | +3.8% |
| 6M | -0.1% | -11.3% | +11.1% | -4.0% |
| YTD | -19.7% | +12.6% | -32.3% | -8.8% |
| 1Y | -23.6% | +29.8% | -53.4% | -4.6% |
| 3Y | -79.2% | +28.1% | -107.3% | -69.6% |
| All | -79.2% | +27.4% | -106.6% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling