+192.5%
JNJ vs SEDG
+106.4%
+86.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.2% |
| 7D | -3.5% | +1.4% | -4.9% | -3.6% |
| 30D | +2.3% | +8.3% | -6.0% | +2.1% |
| 3M | +12.0% | -40.7% | +52.6% | +13.0% |
| 6M | +10.5% | -3.9% | +14.4% | +9.2% |
| YTD | +30.4% | +20.2% | +10.2% | +27.7% |
| 1Y | +52.1% | +17.6% | +34.5% | +48.4% |
| 3Y | +77.8% | -76.6% | +154.4% | +78.6% |
| 5Y | +82.9% | -87.1% | +170.0% | +84.6% |
| All | +192.5% | +106.4% | +86.1% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling