-12.0%
SRE vs JBHT
+36.1%
-48.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +4.2% | -5.2% | -1.2% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -7.3% | -17.3% | +10.0% | -7.3% |
| 6M | -14.1% | -3.5% | -10.6% | -14.9% |
| YTD | -8.5% | +18.0% | -26.6% | -9.0% |
| 1Y | -12.0% | +35.5% | -47.5% | -12.2% |
| All | -12.0% | +36.1% | -48.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling