+26.6%
SEDG vs JBHT
+185.4%
-158.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.2% | -10.6% |
| 7D | -14.2% | -1.4% | -12.8% | -13.3% |
| 30D | -23.0% | -3.1% | -20.0% | -21.4% |
| 3M | -22.7% | -19.5% | -3.2% | -12.7% |
| 6M | -41.3% | -9.6% | -31.7% | -38.0% |
| YTD | -9.2% | +13.3% | -22.5% | -16.2% |
| 1Y | -36.1% | +29.7% | -65.8% | -45.7% |
| 3Y | -65.3% | +28.3% | -93.6% | -70.8% |
| 5Y | -92.4% | +18.5% | -110.9% | -93.4% |
| 10Y | +91.2% | +198.1% | -106.9% | -16.0% |
| All | +26.6% | +185.4% | -158.9% | -41.8% |
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