+123.6%
HOOD vs SEDG
-90.6%
+214.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.9% |
| 7D | -3.8% | -13.3% | +9.5% | -0.9% |
| 30D | -23.0% | -21.9% | -1.1% | -19.1% |
| 3M | -21.6% | -25.9% | +4.2% | -17.3% |
| 6M | +1.4% | -44.2% | +45.7% | +9.3% |
| YTD | -31.2% | -17.3% | -13.8% | -34.3% |
| 1Y | -35.9% | -34.5% | -1.4% | -35.7% |
| 3Y | +836.9% | -66.7% | +903.6% | +881.1% |
| 5Y | +121.1% | -93.4% | +214.5% | +285.1% |
| All | +123.6% | -90.6% | +214.2% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling