-16.6%
ADSK vs SEDG
+2.5%
-19.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.7% |
| 7D | -10.9% | +8.7% | -19.6% | -10.4% |
| 30D | -15.9% | +10.3% | -26.2% | -15.3% |
| 3M | -4.4% | -32.6% | +28.2% | -6.3% |
| 6M | -16.6% | -3.6% | -13.1% | -16.0% |
| All | -16.6% | +2.5% | -19.1% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling