+142.7%
AMAT vs SEDG
-63.6%
+206.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +3.5% |
| 7D | -14.7% | -8.5% | -6.3% | -13.5% |
| 30D | -36.1% | -17.0% | -19.1% | -34.4% |
| 3M | -36.9% | -15.8% | -21.1% | -35.7% |
| 6M | -22.2% | -32.3% | +10.1% | -18.7% |
| YTD | +29.9% | -4.6% | +34.6% | +28.5% |
| 1Y | +43.3% | -29.2% | +72.5% | +46.1% |
| 3Y | +142.7% | -61.7% | +204.3% | +145.3% |
| All | +142.7% | -63.6% | +206.3% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling