+20.3%
JPM vs SEDG
+3.4%
+16.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +0.3% | +8.9% | -8.6% | 0.0% |
| 30D | -0.2% | +0.9% | -1.1% | -0.2% |
| 3M | +15.9% | -53.2% | +69.1% | +18.3% |
| 6M | +20.9% | -9.9% | +30.8% | +18.5% |
| YTD | +12.9% | +18.5% | -5.7% | +8.2% |
| 1Y | +20.3% | +0.1% | +20.2% | +17.6% |
| All | +20.3% | +3.4% | +16.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling