+92.8%
JEPI vs SEDG
-73.0%
+165.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | -2.0% | +8.7% | -10.8% | -2.4% |
| 30D | -2.0% | +10.3% | -12.3% | -2.4% |
| 3M | +3.8% | -32.6% | +36.4% | +4.8% |
| 6M | +0.8% | -3.6% | +4.4% | -0.4% |
| YTD | +3.7% | +27.4% | -23.7% | +0.9% |
| 1Y | +7.1% | +24.9% | -17.8% | +3.7% |
| 3Y | +29.4% | -75.3% | +104.7% | +30.9% |
| 5Y | +40.8% | -86.3% | +127.1% | +44.7% |
| All | +92.8% | -73.0% | +165.8% | +86.0% |
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