+38.7%
EQT vs SEDG
+83.3%
-44.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.2% |
| 7D | -1.2% | +8.7% | -9.9% | -1.9% |
| 30D | +1.1% | +10.3% | -9.2% | +0.1% |
| 3M | +4.8% | -32.6% | +37.4% | +7.0% |
| 6M | -10.6% | -3.6% | -7.0% | -12.8% |
| YTD | +3.4% | +27.4% | -23.9% | -2.5% |
| 1Y | +8.7% | +24.9% | -16.2% | +1.4% |
| 3Y | +35.0% | -75.3% | +110.3% | +38.5% |
| 5Y | +204.2% | -86.3% | +290.6% | +221.5% |
| 10Y | +52.5% | +117.7% | -65.2% | +7.8% |
| All | +38.7% | +83.3% | -44.6% | -3.4% |
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