-39.9%
JOBY vs SEDG
-85.5%
+45.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.8% |
| 7D | -8.2% | +8.7% | -16.9% | -10.1% |
| 30D | -25.1% | +10.3% | -35.4% | -27.2% |
| 3M | -28.8% | -32.6% | +3.8% | -23.2% |
| 6M | -36.1% | -3.6% | -32.6% | -40.2% |
| YTD | -52.2% | +27.4% | -79.6% | -59.2% |
| 1Y | -52.4% | +24.9% | -77.3% | -60.0% |
| 3Y | -13.6% | -75.3% | +61.7% | +3.3% |
| 5Y | -32.2% | -86.3% | +54.2% | -5.8% |
| All | -39.9% | -85.5% | +45.6% | -18.0% |
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