+32.3%
JD vs SEDG
+84.0%
-51.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.9% | +7.6% | 0.0% |
| 7D | -4.0% | -7.3% | +3.3% | -3.0% |
| 30D | +2.7% | -25.3% | +28.0% | +6.6% |
| 3M | -13.0% | -24.1% | +11.1% | -10.5% |
| 6M | -12.7% | -39.9% | +27.2% | -10.6% |
| YTD | -0.8% | -15.8% | +15.0% | -6.9% |
| 1Y | -8.9% | -42.9% | +34.0% | -9.0% |
| 3Y | +17.0% | -65.9% | +82.9% | +10.7% |
| 5Y | -63.5% | -93.3% | +29.8% | -53.9% |
| All | +32.3% | +84.0% | -51.7% | -2.0% |
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