-88.8%
SEDG vs JAAA
+29.4%
-118.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +8.3% | +0.5% | +7.8% | +7.5% |
| 3M | -40.7% | +1.3% | -41.9% | -41.8% |
| 6M | -3.9% | +2.8% | -6.7% | -7.9% |
| YTD | +20.2% | +3.3% | +16.9% | +14.7% |
| 1Y | +17.6% | +4.9% | +12.7% | +10.2% |
| 3Y | -76.6% | +19.0% | -95.6% | -75.9% |
| 5Y | -87.1% | +26.9% | -114.0% | -85.5% |
| All | -88.8% | +29.4% | -118.2% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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