+17.2%
ABNB vs SEDG
-87.0%
+104.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.3% |
| 7D | -7.4% | +3.6% | -11.1% | -8.0% |
| 30D | -8.2% | +9.3% | -17.5% | -9.7% |
| 3M | +29.1% | -39.1% | +68.2% | +35.8% |
| 6M | +26.6% | +1.8% | +24.8% | +17.9% |
| YTD | +25.0% | +22.0% | +2.9% | +11.0% |
| 1Y | +37.0% | +17.2% | +19.8% | +19.2% |
| 3Y | +16.3% | -76.3% | +92.7% | +34.9% |
| 5Y | +2.2% | -87.2% | +89.4% | +34.8% |
| All | +17.2% | -87.0% | +104.2% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling