-2.9%
ADSK vs SEDG
-77.1%
+74.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -14.9% | +8.3% | -23.2% | -15.1% |
| 3M | +3.3% | -40.7% | +44.0% | +4.5% |
| 6M | -15.7% | -3.9% | -11.8% | -17.3% |
| YTD | -28.2% | +20.2% | -48.5% | -31.0% |
| 1Y | -34.5% | +17.6% | -52.1% | -37.4% |
| 3Y | -2.9% | -76.6% | +73.7% | +7.8% |
| All | -2.9% | -77.1% | +74.2% | +7.8% |
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