-24.9%
BABA vs SEDG
+4.5%
-29.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.8% |
| 7D | -2.2% | +3.6% | -5.8% | -2.3% |
| 30D | -17.3% | +9.3% | -26.6% | -17.6% |
| 3M | -7.8% | -39.1% | +31.3% | -6.5% |
| 6M | -16.8% | +1.8% | -18.6% | -20.1% |
| YTD | -24.7% | +22.0% | -46.7% | -29.2% |
| 1Y | -24.9% | +17.2% | -42.2% | -30.1% |
| All | -24.9% | +4.5% | -29.5% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling