+335.4%
AVGO vs SEDG
-75.7%
+411.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.4% |
| 7D | +1.0% | +8.7% | -7.7% | +0.3% |
| 30D | -13.3% | +10.3% | -23.6% | -14.2% |
| 3M | -2.9% | -32.6% | +29.7% | -0.4% |
| 6M | +5.7% | -3.6% | +9.3% | +4.2% |
| YTD | +4.6% | +27.4% | -22.7% | 0.0% |
| 1Y | -1.6% | +24.9% | -26.6% | -6.4% |
| All | +335.4% | -75.7% | +411.1% | +348.3% |
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