+43.0%
BABA vs SEDG
+70.6%
-27.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -4.8% | +8.9% | -13.6% | -5.8% |
| 30D | -11.9% | +0.9% | -12.8% | -12.3% |
| 3M | -9.3% | -53.2% | +44.0% | -1.7% |
| 6M | -14.2% | -9.9% | -4.4% | -17.4% |
| YTD | -22.0% | +18.5% | -40.6% | -28.3% |
| 1Y | -12.7% | +0.1% | -12.8% | -19.4% |
| 3Y | +26.7% | -78.9% | +105.5% | +32.7% |
| 5Y | -29.3% | -88.0% | +58.7% | -21.5% |
| 10Y | +21.2% | +97.5% | -76.2% | -13.2% |
| All | +43.0% | +70.6% | -27.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling