-88.1%
SEDG vs JAAA
+29.3%
-117.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | +10.3% | +0.4% | +9.9% | +9.6% |
| 3M | -32.6% | +1.2% | -33.8% | -33.8% |
| 6M | -3.6% | +2.7% | -6.2% | -7.4% |
| YTD | +27.4% | +3.2% | +24.2% | +21.7% |
| 1Y | +24.9% | +4.8% | +20.1% | +17.2% |
| 3Y | -75.3% | +19.0% | -94.3% | -74.5% |
| 5Y | -86.3% | +26.8% | -113.1% | -84.6% |
| All | -88.1% | +29.3% | -117.4% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling