+1,525.1%
JBL vs SEDG
+106.4%
+1,418.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.6% | +10.7% | +5.9% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -13.1% | +8.3% | -21.4% | -14.6% |
| 3M | -15.6% | -40.7% | +25.1% | -10.0% |
| 6M | +24.6% | -3.9% | +28.5% | +19.9% |
| YTD | +39.6% | +20.2% | +19.4% | +28.1% |
| 1Y | +48.6% | +17.6% | +31.0% | +34.6% |
| 3Y | +197.3% | -76.6% | +273.9% | +222.0% |
| 5Y | +413.0% | -87.1% | +500.1% | +487.3% |
| All | +1,525.1% | +106.4% | +1,418.6% | +918.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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