+94.0%
AGNC vs SEDG
+73.0%
+21.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.1% |
| 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% | -0.7% |
| YTD | +3.4% | +20.2% | -16.8% | -1.7% |
| 1Y | +13.6% | +17.6% | -4.0% | +6.8% |
| 3Y | +60.4% | -76.6% | +137.0% | +63.2% |
| 5Y | +27.0% | -87.1% | +114.1% | +33.4% |
| 10Y | +83.1% | +105.5% | -22.4% | +58.2% |
| All | +94.0% | +73.0% | +21.0% | +69.6% |
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