+1,440.0%
SRE vs JBHT
+3,086.3%
-1,646.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.1% |
| 7D | -7.1% | -1.4% | -5.7% | -6.8% |
| 30D | -0.2% | -3.1% | +2.9% | +0.3% |
| 3M | -4.9% | -19.5% | +14.6% | -1.7% |
| 6M | -14.1% | -9.6% | -4.5% | -13.3% |
| YTD | -7.5% | +13.3% | -20.8% | -10.6% |
| 1Y | -11.0% | +29.7% | -40.7% | -16.0% |
| 3Y | +21.2% | +28.3% | -7.1% | +12.5% |
| 5Y | +46.6% | +18.5% | +28.2% | +36.3% |
| 10Y | +114.4% | +198.1% | -83.8% | +67.5% |
| All | +1,440.0% | +3,086.3% | -1,646.3% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling