+227.8%
STRL vs JBHT
+28.2%
+199.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -12.5% |
| 7D | -34.6% | -1.4% | -33.2% | -34.2% |
| 30D | -56.7% | -3.1% | -53.6% | -56.2% |
| 3M | -54.4% | -19.5% | -34.9% | -50.8% |
| 6M | -69.7% | -9.6% | -60.1% | -68.9% |
| YTD | -20.2% | +13.3% | -33.5% | -24.9% |
| 1Y | -40.6% | +29.7% | -70.2% | -46.6% |
| All | +227.8% | +28.2% | +199.6% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling