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  • ALL vs SEDG✓SelectedUSD · SEDGALL vs SEDG performance historyLatest closeAs of-1.35%09/04
Stock and ETF performance explorer

ALL vs SEDG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+374.4%
SEDG return
+70.6%
Excess return
+303.8%
Maximum drawdown
-41.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSEDGExcessAlpha
1D-1.3%+1.2%-2.5%-1.4%
7D0.0%+8.9%-8.9%-0.3%
30D-1.5%+0.9%-2.4%-1.6%
3M+23.6%-53.2%+76.9%+26.5%
6M+22.3%-9.9%+32.2%+20.5%
YTD+26.5%+18.5%+8.0%+22.5%
1Y+27.0%+0.1%+26.9%+23.1%
3Y+149.6%-78.9%+228.5%+157.5%
5Y+118.1%-88.0%+206.1%+129.1%
10Y+369.0%+97.5%+271.5%+284.9%
All+374.4%+70.6%+303.8%+285.2%

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