-10.2%
ADSK vs SEDG
-5.0%
-5.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.7% | +15.7% | +6.7% |
| 7D | +11.4% | +1.8% | +9.6% | +11.5% |
| 30D | +21.9% | -12.7% | +34.6% | +21.4% |
| 3M | +13.9% | -38.4% | +52.3% | +11.9% |
| 6M | +9.1% | -27.7% | +36.8% | +7.8% |
| YTD | -8.8% | +4.1% | -12.8% | -11.7% |
| 1Y | -10.2% | -5.7% | -4.6% | -13.0% |
| All | -10.2% | -5.0% | -5.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling