-15.3%
DXCM vs SEDG
-65.9%
+50.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +4.9% | -13.3% | +18.2% | +5.8% |
| 30D | -0.2% | -21.9% | +21.7% | +1.0% |
| 3M | -8.9% | -25.9% | +17.0% | -7.7% |
| 6M | +42.3% | -44.2% | +86.5% | +44.8% |
| YTD | +25.6% | -17.3% | +42.9% | +23.3% |
| 1Y | +39.5% | -34.5% | +74.0% | +38.9% |
| 3Y | -15.3% | -66.7% | +51.4% | -15.6% |
| All | -15.3% | -65.9% | +50.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling