+10.7%
DIS vs SEDG
+70.6%
-59.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -2.6% | +8.9% | -11.5% | -3.3% |
| 30D | +3.5% | +0.9% | +2.6% | +3.2% |
| 3M | +6.8% | -53.2% | +60.1% | +12.6% |
| 6M | +3.0% | -9.9% | +12.8% | +0.2% |
| YTD | -6.7% | +18.5% | -25.3% | -12.3% |
| 1Y | -10.1% | +0.1% | -10.2% | -15.1% |
| 3Y | +33.0% | -78.9% | +111.9% | +37.2% |
| 5Y | -40.0% | -88.0% | +48.0% | -36.0% |
| 10Y | +21.1% | +97.5% | -76.4% | -1.9% |
| All | +10.7% | +70.6% | -59.8% | -14.5% |
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