+19,359.6%
STRL vs JBHT
+10,651.6%
+8,708.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +5.0% |
| 7D | +3.4% | +4.9% | -1.5% | +2.0% |
| 30D | -9.2% | +0.6% | -9.8% | -9.3% |
| 3M | -51.0% | -3.2% | -47.8% | -50.7% |
| 6M | +15.8% | +17.0% | -1.2% | +11.0% |
| YTD | +58.9% | +41.7% | +17.2% | +44.2% |
| 1Y | +68.5% | +90.0% | -21.5% | +39.7% |
| 3Y | +485.2% | +47.0% | +438.2% | +415.6% |
| 5Y | +2,005.1% | +58.3% | +1,946.8% | +1,704.5% |
| 10Y | +7,118.0% | +273.9% | +6,844.0% | +4,923.9% |
| All | +19,359.6% | +10,651.6% | +8,708.0% | +7,953.0% |
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 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