+384.9%
EBAY vs SEDG
+75.6%
+309.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -3.0% | +3.6% | -6.6% | -3.3% |
| 30D | -3.6% | +9.3% | -12.9% | -4.4% |
| 3M | -4.4% | -39.1% | +34.6% | -1.9% |
| 6M | +12.1% | +1.8% | +10.3% | +8.5% |
| YTD | +19.9% | +22.0% | -2.1% | +13.3% |
| 1Y | +13.4% | +17.2% | -3.8% | +6.3% |
| 3Y | +150.5% | -76.3% | +226.8% | +156.1% |
| 5Y | +54.8% | -87.2% | +142.1% | +64.1% |
| 10Y | +268.1% | +108.6% | +159.5% | +188.2% |
| All | +384.9% | +75.6% | +309.2% | +270.1% |
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