+7.0%
JD vs SEDG
+19.0%
-12.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | -4.1% | -13.3% | +9.2% | -2.3% |
| 30D | +4.6% | -21.9% | +26.5% | +7.7% |
| 3M | -4.7% | -25.9% | +21.1% | -1.8% |
| 6M | -17.4% | -44.2% | +26.9% | -14.4% |
| YTD | +0.7% | -17.3% | +18.0% | -4.7% |
| 1Y | -5.9% | -34.5% | +28.6% | -7.8% |
| 3Y | +18.9% | -66.7% | +85.6% | +12.9% |
| 5Y | -62.9% | -93.4% | +30.5% | -54.7% |
| 10Y | +32.5% | +78.7% | -46.1% | +0.4% |
| All | +7.0% | +19.0% | -12.0% | -17.3% |
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