+48.7%
SRE vs JBHT
+58.3%
-9.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.1% |
| 7D | -0.3% | +4.9% | -5.2% | -1.1% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | -6.3% | -3.2% | -3.1% | -6.1% |
| 6M | -10.7% | +17.0% | -27.6% | -13.4% |
| YTD | -3.5% | +41.7% | -45.1% | -9.7% |
| 1Y | +5.3% | +90.0% | -84.7% | -7.2% |
| 3Y | +31.8% | +47.0% | -15.2% | +19.9% |
| All | +48.7% | +58.3% | -9.6% | +28.7% |
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