+3,541.4%
STRL vs JBHT
+194.3%
+3,347.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -12.0% |
| 7D | -34.6% | -1.4% | -33.2% | -34.1% |
| 30D | -56.7% | -3.1% | -53.6% | -56.0% |
| 3M | -54.4% | -19.5% | -34.9% | -49.6% |
| 6M | -69.7% | -9.6% | -60.1% | -68.7% |
| YTD | -20.2% | +13.3% | -33.5% | -27.0% |
| 1Y | -40.6% | +29.7% | -70.2% | -49.4% |
| 3Y | +221.7% | +28.3% | +193.4% | +162.4% |
| 5Y | +799.0% | +18.5% | +780.5% | +642.5% |
| All | +3,541.4% | +194.3% | +3,347.1% | +1,613.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling