+128.9%
ASML vs SEDG
-63.6%
+192.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | 0.0% | +4.4% |
| 7D | -9.0% | -8.5% | -0.6% | -8.0% |
| 30D | -21.0% | -17.0% | -3.9% | -19.2% |
| 3M | -16.3% | -15.8% | -0.5% | -14.9% |
| 6M | -7.5% | -32.3% | +24.7% | -4.8% |
| YTD | +34.0% | -4.6% | +38.6% | +30.2% |
| 1Y | +39.3% | -29.2% | +68.5% | +39.5% |
| 3Y | +128.9% | -61.7% | +190.5% | +127.2% |
| All | +128.9% | -63.6% | +192.5% | +127.2% |
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 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