+15.5%
ABNB vs SEDG
-77.1%
+92.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.9% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | -5.5% | +8.3% | -13.8% | -6.3% |
| 3M | +30.0% | -40.7% | +70.7% | +33.9% |
| 6M | +27.6% | -3.9% | +31.5% | +23.4% |
| YTD | +25.4% | +20.2% | +5.2% | +17.5% |
| 1Y | +38.3% | +17.6% | +20.7% | +27.8% |
| 3Y | +15.5% | -76.6% | +92.1% | +28.3% |
| All | +15.5% | -77.1% | +92.6% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling