+8.3%
JD vs SEDG
+70.6%
-62.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -1.7% | +8.9% | -10.6% | -2.9% |
| 30D | -13.2% | +0.9% | -14.0% | -13.6% |
| 3M | -3.2% | -53.2% | +50.1% | +5.7% |
| 6M | +15.2% | -9.9% | +25.1% | +10.3% |
| YTD | +2.0% | +18.5% | -16.6% | -7.5% |
| 1Y | -5.4% | +0.1% | -5.5% | -13.7% |
| 3Y | -9.1% | -78.9% | +69.8% | -4.2% |
| 5Y | -59.6% | -88.0% | +28.4% | -54.5% |
| 10Y | +26.2% | +97.5% | -71.2% | -6.3% |
| All | +8.3% | +70.6% | -62.3% | -19.7% |
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