+373.0%
JCI vs SEDG
+81.7%
+291.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.3% |
| 7D | +5.1% | +12.1% | -7.0% | +3.8% |
| 30D | -3.8% | +14.7% | -18.5% | -5.4% |
| 3M | +1.9% | -43.0% | +44.9% | +6.6% |
| 6M | +11.2% | +9.0% | +2.2% | +7.0% |
| YTD | +22.9% | +26.3% | -3.3% | +15.8% |
| 1Y | +37.4% | +8.9% | +28.4% | +30.0% |
| 3Y | +167.8% | -75.5% | +243.4% | +175.5% |
| 5Y | +115.0% | -86.7% | +201.8% | +130.5% |
| 10Y | +325.3% | +110.6% | +214.7% | +243.3% |
| All | +373.0% | +81.7% | +291.3% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling