+152.5%
JPM vs SEDG
-87.2%
+239.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.0% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -2.5% | +8.3% | -10.8% | -2.9% |
| 3M | +14.1% | -40.7% | +54.8% | +16.3% |
| 6M | +25.1% | -3.9% | +29.0% | +23.0% |
| YTD | +12.1% | +20.2% | -8.1% | +8.5% |
| 1Y | +18.8% | +17.6% | +1.2% | +14.4% |
| 3Y | +163.4% | -76.6% | +240.0% | +179.2% |
| All | +152.5% | -87.2% | +239.7% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling