-12.2%
JOBY vs SEDG
-77.1%
+64.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | -19.7% | +8.3% | -28.0% | -21.3% |
| 3M | -31.7% | -40.7% | +8.9% | -25.6% |
| 6M | -37.5% | -3.9% | -33.6% | -40.3% |
| YTD | -51.6% | +20.2% | -71.8% | -56.5% |
| 1Y | -53.3% | +17.6% | -70.9% | -58.3% |
| 3Y | -12.2% | -76.6% | +64.4% | +7.2% |
| All | -12.2% | -77.1% | +64.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling