+36.5%
EQIX vs SEDG
-87.2%
+123.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.7% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -2.5% | +8.3% | -10.8% | -3.1% |
| 3M | 0.0% | -40.7% | +40.6% | +2.4% |
| 6M | +7.6% | -3.9% | +11.6% | +5.3% |
| YTD | +37.5% | +20.2% | +17.3% | +31.4% |
| 1Y | +32.9% | +17.6% | +15.3% | +26.0% |
| 3Y | +42.8% | -76.6% | +119.4% | +58.5% |
| All | +36.5% | -87.2% | +123.7% | +57.7% |
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