+124.1%
SRE vs JBHT
+183.5%
-59.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | -4.5% | -0.1% | -4.4% | -4.5% |
| 3M | -7.7% | -14.0% | +6.3% | -5.1% |
| 6M | -14.4% | -5.1% | -9.3% | -14.5% |
| YTD | -9.4% | +18.0% | -27.4% | -14.8% |
| 1Y | -13.8% | +36.5% | -50.4% | -22.2% |
| 3Y | +22.2% | +34.8% | -12.6% | +7.4% |
| 5Y | +50.5% | +21.4% | +29.0% | +33.0% |
| 10Y | +124.1% | +178.0% | -53.9% | +53.0% |
| All | +124.1% | +183.5% | -59.4% | +53.0% |
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