+32.9%
SEDG vs JBHT
+183.6%
-150.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.4% |
| 7D | -8.5% | -1.6% | -6.9% | -7.4% |
| 30D | -17.0% | -2.3% | -14.8% | -15.7% |
| 3M | -15.8% | -18.5% | +2.7% | -5.7% |
| 6M | -32.3% | -11.3% | -21.0% | -27.6% |
| YTD | -4.6% | +12.6% | -17.2% | -11.6% |
| 1Y | -29.2% | +29.8% | -59.0% | -39.9% |
| 3Y | -61.7% | +28.1% | -89.8% | -67.7% |
| 5Y | -92.0% | +17.7% | -109.7% | -93.0% |
| 10Y | +100.8% | +196.1% | -95.3% | -11.4% |
| All | +32.9% | +183.6% | -150.7% | -38.7% |
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