+33.0%
BABA vs SEDG
+38.0%
-4.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.8% |
| 7D | +3.8% | -8.4% | +12.2% | +4.6% |
| 30D | -5.4% | -14.1% | +8.7% | -4.0% |
| 3M | -17.9% | -12.9% | -5.0% | -17.3% |
| 6M | -24.1% | -33.0% | +9.0% | -23.3% |
| YTD | -27.4% | -4.1% | -23.3% | -32.0% |
| 1Y | -36.1% | -30.9% | -5.2% | -37.6% |
| 3Y | +35.4% | -60.7% | +96.0% | +26.0% |
| 5Y | -30.1% | -92.1% | +62.0% | -18.2% |
| 10Y | +15.8% | +97.6% | -81.7% | -17.0% |
| All | +33.0% | +38.0% | -4.9% | -3.7% |
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