+65.2%
SEDG vs JBHT
+256.9%
-191.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.5% |
| 7D | +8.9% | +4.9% | +4.0% | +5.7% |
| 30D | +0.9% | +0.6% | +0.3% | +0.1% |
| 3M | -53.2% | -3.2% | -50.0% | -52.6% |
| 6M | -9.9% | +17.0% | -26.8% | -17.8% |
| YTD | +18.5% | +41.7% | -23.1% | -3.9% |
| 1Y | +0.1% | +90.0% | -89.9% | -33.9% |
| 3Y | -78.9% | +47.0% | -125.9% | -83.6% |
| 5Y | -88.0% | +58.3% | -146.3% | -91.2% |
| 10Y | +97.5% | +273.9% | -176.5% | -24.1% |
| All | +65.2% | +256.9% | -191.6% | -33.2% |
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