+73.5%
SEDG vs JBHT
+182.5%
-109.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -3.2% |
| 7D | -13.3% | +7.0% | -20.3% | -16.8% |
| 30D | -21.9% | +0.5% | -22.4% | -22.0% |
| 3M | -25.9% | -17.4% | -8.5% | -17.8% |
| 6M | -44.2% | -1.7% | -42.5% | -44.1% |
| YTD | -17.3% | +20.7% | -38.1% | -26.4% |
| 1Y | -34.5% | +41.1% | -75.6% | -46.8% |
| 3Y | -66.7% | +38.0% | -104.7% | -73.0% |
| 5Y | -93.4% | +22.5% | -115.9% | -94.4% |
| All | +73.5% | +182.5% | -109.0% | -9.5% |
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 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