-100.0%
SPXS vs JBHT
+1,257.4%
-1,357.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +4.4% |
| 7D | -0.1% | +4.9% | -5.0% | +5.4% |
| 30D | +0.8% | +0.6% | +0.2% | +1.8% |
| 3M | -4.7% | -3.2% | -1.5% | -7.5% |
| 6M | -29.6% | +17.0% | -46.6% | -13.9% |
| YTD | -29.8% | +41.7% | -71.5% | +7.5% |
| 1Y | -38.9% | +90.0% | -128.9% | +30.9% |
| 3Y | -79.6% | +47.0% | -126.6% | -61.8% |
| 5Y | -85.9% | +58.3% | -144.2% | -62.9% |
| 10Y | -99.5% | +273.9% | -373.4% | -93.3% |
| All | -100.0% | +1,257.4% | -1,357.4% | -99.4% |
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 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