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  • EFA vs SEDG✓SelectedUSD · SEDGEFA vs SEDG performance historyLatest closeAs of-0.84%09/10
Stock and ETF performance explorer

EFA vs SEDG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+128.6%
SEDG return
+83.3%
Excess return
+45.3%
Maximum drawdown
-34.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSEDGExcessAlpha
1D-0.8%+4.4%-5.2%-1.2%
7D-2.4%+8.7%-11.1%-3.1%
30D-2.2%+10.3%-12.6%-3.2%
3M+5.7%-32.6%+38.3%+8.0%
6M+8.2%-3.6%+11.7%+5.7%
YTD+11.8%+27.4%-15.6%+5.8%
1Y+18.3%+24.9%-6.6%+10.9%
3Y+64.9%-75.3%+140.2%+67.9%
5Y+52.4%-86.3%+138.7%+59.6%
10Y+142.4%+117.7%+24.7%+84.0%
All+128.6%+83.3%+45.3%+74.3%

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