+105.9%
SRE vs JBHT
+192.4%
-86.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -9.2% | -1.6% | -7.6% | -8.8% |
| 30D | -1.9% | -2.3% | +0.4% | -1.4% |
| 3M | -6.5% | -18.5% | +11.9% | -2.7% |
| 6M | -15.2% | -11.3% | -4.0% | -13.9% |
| YTD | -9.5% | +12.6% | -22.0% | -13.9% |
| 1Y | -13.2% | +29.8% | -43.0% | -20.6% |
| 3Y | +19.5% | +28.1% | -8.6% | +6.5% |
| 5Y | +43.6% | +17.7% | +25.9% | +27.8% |
| All | +105.9% | +192.4% | -86.4% | +59.8% |
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