+2,770.9%
AVGO vs SEDG
+106.4%
+2,664.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +6.0% | +1.1% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -13.0% | +8.3% | -21.3% | -14.3% |
| 3M | -6.0% | -40.7% | +34.7% | -0.5% |
| 6M | +6.4% | -3.9% | +10.3% | +2.9% |
| YTD | +5.0% | +20.2% | -15.2% | -3.0% |
| 1Y | +1.4% | +17.6% | -16.2% | -7.4% |
| 3Y | +336.8% | -76.6% | +413.4% | +363.2% |
| 5Y | +698.2% | -87.1% | +785.3% | +794.8% |
| All | +2,770.9% | +106.4% | +2,664.5% | +2,019.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling