+15.7%
BABA vs SEDG
+99.7%
-84.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.7% |
| 7D | +2.4% | -21.4% | +23.7% | +5.3% |
| 30D | -7.8% | -19.7% | +11.9% | -5.6% |
| 3M | -22.4% | -19.7% | -2.7% | -21.0% |
| 6M | -26.0% | -37.4% | +11.4% | -24.6% |
| YTD | -29.3% | -10.4% | -18.9% | -33.4% |
| 1Y | -37.5% | -43.0% | +5.5% | -37.3% |
| 3Y | +31.9% | -63.6% | +95.6% | +24.1% |
| 5Y | -33.4% | -92.5% | +59.0% | -19.6% |
| 10Y | +15.7% | +86.0% | -70.3% | -18.6% |
| All | +15.7% | +99.7% | -84.0% | -18.6% |
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