+47.3%
SRE vs JBHT
+20.8%
+26.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -8.4% | +0.4% | -8.8% | -8.4% |
| 30D | -3.2% | -2.0% | -1.2% | -2.9% |
| 3M | -5.3% | -16.3% | +11.0% | -3.2% |
| 6M | -12.6% | -8.2% | -4.4% | -12.3% |
| YTD | -8.8% | +16.3% | -25.1% | -12.4% |
| 1Y | -13.4% | +32.2% | -45.6% | -18.9% |
| 3Y | +24.4% | +34.4% | -10.0% | +13.5% |
| 5Y | +47.3% | +20.3% | +27.0% | +30.6% |
| All | +47.3% | +20.8% | +26.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling