-60.6%
JD vs SEDG
-86.7%
+26.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -3.0% |
| 7D | -0.8% | +12.1% | -12.9% | -2.4% |
| 30D | -16.0% | +14.7% | -30.7% | -17.9% |
| 3M | -3.2% | -43.0% | +39.9% | +2.6% |
| 6M | +6.1% | +9.0% | -3.0% | -1.8% |
| YTD | -0.1% | +26.3% | -26.4% | -10.9% |
| 1Y | -12.7% | +8.9% | -21.7% | -22.0% |
| 3Y | -6.3% | -75.5% | +69.2% | +9.6% |
| All | -60.6% | -86.7% | +26.0% | -49.4% |
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