+24.8%
SRE vs JBHT
+38.8%
-14.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | +1.8% | +7.0% | -5.3% | +1.0% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | -7.3% | -17.4% | +10.1% | -5.7% |
| 6M | -11.9% | -1.7% | -10.2% | -12.5% |
| YTD | -7.9% | +20.7% | -28.6% | -11.2% |
| 1Y | -11.1% | +41.1% | -52.2% | -16.2% |
| 3Y | +24.8% | +38.0% | -13.2% | +10.6% |
| All | +24.8% | +38.8% | -14.0% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling