+497.4%
EQIX vs SEDG
+75.6%
+421.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | +2.3% | +3.6% | -1.3% | +2.1% |
| 30D | +0.4% | +9.3% | -8.9% | -0.3% |
| 3M | -1.1% | -39.1% | +38.0% | +1.4% |
| 6M | +11.5% | +1.8% | +9.7% | +8.6% |
| YTD | +38.2% | +22.0% | +16.2% | +32.0% |
| 1Y | +36.7% | +17.2% | +19.5% | +29.6% |
| 3Y | +44.1% | -76.3% | +120.4% | +47.6% |
| 5Y | +34.8% | -87.2% | +122.1% | +43.0% |
| 10Y | +248.8% | +108.6% | +140.2% | +194.1% |
| All | +497.4% | +75.6% | +421.8% | +399.1% |
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