+16.4%
JD vs SEDG
+118.8%
-102.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.6% |
| 7D | -2.6% | +8.7% | -11.3% | -3.9% |
| 30D | -15.4% | +10.3% | -25.7% | -16.9% |
| 3M | -5.0% | -32.6% | +27.6% | -1.5% |
| 6M | +0.9% | -3.6% | +4.5% | -4.6% |
| YTD | -2.5% | +27.4% | -29.9% | -13.2% |
| 1Y | -16.0% | +24.9% | -40.9% | -26.7% |
| 3Y | -8.5% | -75.3% | +66.8% | -4.7% |
| 5Y | -61.8% | -86.3% | +24.6% | -56.8% |
| All | +16.4% | +118.8% | -102.4% | -17.6% |
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