+197.1%
ABT vs SEDG
+106.4%
+90.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.3% | -1.1% |
| 7D | -5.9% | +1.4% | -7.3% | -6.0% |
| 30D | -8.1% | +8.3% | -16.4% | -8.5% |
| 3M | +14.5% | -40.7% | +55.2% | +16.6% |
| 6M | -6.3% | -3.9% | -2.4% | -8.1% |
| YTD | -17.1% | +20.2% | -37.3% | -20.3% |
| 1Y | -21.4% | +17.6% | -39.0% | -25.0% |
| 3Y | +5.9% | -76.6% | +82.5% | +8.6% |
| 5Y | -12.8% | -87.1% | +74.3% | -8.8% |
| All | +197.1% | +106.4% | +90.7% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling