+68.5%
STRL vs JBHT
+89.9%
-21.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +4.7% |
| 7D | +3.4% | +4.9% | -1.5% | +1.6% |
| 30D | -9.2% | +0.6% | -9.8% | -9.3% |
| 3M | -51.0% | -3.2% | -47.8% | -50.4% |
| 6M | +15.8% | +17.0% | -1.2% | +9.5% |
| YTD | +58.9% | +41.7% | +17.2% | +47.2% |
| 1Y | +68.5% | +90.0% | -21.5% | +58.0% |
| All | +68.5% | +89.9% | -21.4% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling