-39.3%
DXCM vs SEDG
-87.1%
+47.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.4% |
| 7D | -6.5% | +3.6% | -10.1% | -6.9% |
| 30D | -4.3% | +9.3% | -13.6% | -5.4% |
| 3M | +7.3% | -39.1% | +46.4% | +11.2% |
| 6M | +22.0% | +1.8% | +20.2% | +17.5% |
| YTD | +26.4% | +22.0% | +4.3% | +18.5% |
| 1Y | +7.0% | +17.2% | -10.2% | -1.1% |
| 3Y | -19.6% | -76.3% | +56.7% | -9.9% |
| 5Y | -39.3% | -87.2% | +48.0% | -29.8% |
| All | -39.3% | -87.1% | +47.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling