-62.2%
JD vs SEDG
-92.4%
+30.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.0% |
| 7D | +0.4% | -11.2% | +11.6% | +1.8% |
| 30D | +4.2% | -15.3% | +19.5% | +6.0% |
| 3M | -12.8% | -19.9% | +7.2% | -11.1% |
| 6M | -8.8% | -36.2% | +27.4% | -7.6% |
| YTD | +0.5% | -7.6% | +8.1% | -7.0% |
| 1Y | -8.8% | -40.3% | +31.6% | -9.5% |
| 3Y | +18.6% | -62.5% | +81.1% | +16.1% |
| 5Y | -62.2% | -92.6% | +30.3% | -45.7% |
| All | -62.2% | -92.4% | +30.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling