+261.7%
ADSK vs SEDG
+73.0%
+188.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.1% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -14.9% | +8.3% | -23.2% | -16.0% |
| 3M | +3.3% | -40.7% | +44.0% | +8.2% |
| 6M | -15.7% | -3.9% | -11.8% | -19.9% |
| YTD | -28.2% | +20.2% | -48.5% | -35.1% |
| 1Y | -34.5% | +17.6% | -52.1% | -41.8% |
| 3Y | -2.9% | -76.6% | +73.7% | +1.5% |
| 5Y | -25.3% | -87.1% | +61.8% | -15.6% |
| 10Y | +217.8% | +105.5% | +112.3% | +114.2% |
| All | +261.7% | +73.0% | +188.7% | +123.3% |
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