+46.0%
ASML vs SEDG
-37.8%
+83.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | +0.6% |
| 7D | -2.9% | -21.4% | +18.5% | +0.5% |
| 30D | -15.2% | -19.7% | +4.5% | -12.6% |
| 3M | -12.9% | -19.7% | +6.8% | -10.7% |
| 6M | -5.0% | -37.4% | +32.3% | +1.3% |
| YTD | +41.8% | -10.4% | +52.2% | +41.6% |
| 1Y | +46.0% | -43.0% | +89.1% | +46.4% |
| All | +46.0% | -37.8% | +83.8% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling