+26.4%
AGNC vs SEDG
-87.2%
+113.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | 0.0% |
| 7D | -4.7% | +1.4% | -6.1% | -4.8% |
| 30D | -5.7% | +8.3% | -14.0% | -6.4% |
| 3M | +1.9% | -40.7% | +42.5% | +5.0% |
| 6M | +1.8% | -3.9% | +5.7% | -1.0% |
| YTD | +3.4% | +20.2% | -16.8% | -2.1% |
| 1Y | +13.6% | +17.6% | -4.0% | +6.1% |
| 3Y | +60.4% | -76.6% | +137.0% | +74.5% |
| All | +26.4% | -87.2% | +113.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling