+197.3%
JBL vs SEDG
-77.1%
+274.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.6% | +10.7% | +5.6% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | -13.1% | +8.3% | -21.4% | -14.0% |
| 3M | -15.6% | -40.7% | +25.1% | -12.1% |
| 6M | +24.6% | -3.9% | +28.5% | +22.4% |
| YTD | +39.6% | +20.2% | +19.4% | +33.5% |
| 1Y | +48.6% | +17.6% | +31.0% | +41.6% |
| 3Y | +197.3% | -76.6% | +273.9% | +297.5% |
| All | +197.3% | -77.1% | +274.4% | +297.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling