+168.0%
JCI vs SEDG
-77.1%
+245.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.9% | +2.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | -4.4% | +8.3% | -12.7% | -5.2% |
| 3M | +1.7% | -40.7% | +42.3% | +5.1% |
| 6M | +8.8% | -3.9% | +12.7% | +6.9% |
| YTD | +22.6% | +20.2% | +2.4% | +17.9% |
| 1Y | +36.2% | +17.6% | +18.6% | +30.4% |
| 3Y | +168.0% | -76.6% | +244.6% | +184.9% |
| All | +168.0% | -77.1% | +245.1% | +184.9% |
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