+116.8%
SRE vs JBHT
+272.5%
-155.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.3% |
| 7D | -0.3% | +4.9% | -5.2% | -1.5% |
| 30D | -0.7% | +0.6% | -1.3% | -1.1% |
| 3M | -6.3% | -3.2% | -3.1% | -6.0% |
| 6M | -10.7% | +17.0% | -27.6% | -14.8% |
| YTD | -3.5% | +41.7% | -45.1% | -12.6% |
| 1Y | +5.3% | +90.0% | -84.7% | -12.6% |
| 3Y | +31.8% | +47.0% | -15.2% | +14.8% |
| 5Y | +47.4% | +58.3% | -11.0% | +21.7% |
| All | +116.8% | +272.5% | -155.7% | +30.3% |
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