+108.6%
ASML vs SEDG
-87.9%
+196.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | +1.1% | +8.9% | -7.8% | -0.3% |
| 30D | +2.2% | +0.9% | +1.3% | +1.7% |
| 3M | -2.3% | -53.2% | +50.9% | +9.0% |
| 6M | +23.0% | -9.9% | +32.8% | +19.8% |
| YTD | +61.1% | +18.5% | +42.5% | +47.9% |
| 1Y | +129.1% | +0.1% | +129.0% | +111.7% |
| 3Y | +165.4% | -78.9% | +244.2% | +221.6% |
| All | +108.6% | -87.9% | +196.4% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling