-84.0%
SPXS vs JBHT
+22.9%
-106.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.4% |
| 7D | +1.5% | +0.5% | +1.0% | +2.4% |
| 30D | +6.3% | -0.1% | +6.4% | +7.0% |
| 3M | +4.2% | -14.0% | +18.3% | -5.7% |
| 6M | -7.9% | -5.1% | -2.8% | -8.8% |
| YTD | -27.5% | +18.0% | -45.5% | -11.6% |
| 1Y | -27.0% | +36.5% | -63.6% | +1.4% |
| 3Y | -80.5% | +34.8% | -115.3% | -68.8% |
| 5Y | -84.0% | +21.4% | -105.4% | -68.4% |
| All | -84.0% | +22.9% | -106.9% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling