+9,673.6%
STRL vs JBHT
+8,500.3%
+1,173.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -12.9% |
| 7D | -34.6% | -1.4% | -33.2% | -34.3% |
| 30D | -56.7% | -3.1% | -53.6% | -56.3% |
| 3M | -54.4% | -19.5% | -34.9% | -51.8% |
| 6M | -69.7% | -9.6% | -60.1% | -69.0% |
| YTD | -20.2% | +13.3% | -33.5% | -23.4% |
| 1Y | -40.6% | +29.7% | -70.2% | -45.1% |
| 3Y | +221.7% | +28.3% | +193.4% | +192.8% |
| 5Y | +799.0% | +18.5% | +780.5% | +730.3% |
| 10Y | +3,451.5% | +198.1% | +3,253.3% | +2,515.9% |
| All | +9,673.6% | +8,500.3% | +1,173.3% | +4,176.5% |
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