+16.7%
BABA vs SEDG
+107.5%
-90.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.4% |
| 7D | -0.2% | +12.1% | -12.3% | -1.7% |
| 30D | -12.3% | +14.7% | -27.0% | -14.2% |
| 3M | -5.3% | -43.0% | +37.7% | +0.1% |
| 6M | -13.1% | +9.0% | -22.1% | -18.7% |
| YTD | -22.4% | +26.3% | -48.7% | -29.6% |
| 1Y | -19.5% | +8.9% | -28.4% | -26.8% |
| 3Y | +32.9% | -75.5% | +108.5% | +37.7% |
| 5Y | -29.9% | -86.7% | +56.8% | -21.8% |
| 10Y | +16.7% | +110.6% | -93.9% | -19.4% |
| All | +16.7% | +107.5% | -90.7% | -19.4% |
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 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