+25.6%
HYG vs SEDG
-77.1%
+102.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -0.7% | +8.3% | -9.0% | -0.9% |
| 3M | -0.2% | -40.7% | +40.5% | +0.4% |
| 6M | +1.4% | -3.9% | +5.3% | +1.0% |
| YTD | +1.5% | +20.2% | -18.8% | +0.4% |
| 1Y | +2.9% | +17.6% | -14.7% | +1.7% |
| 3Y | +25.6% | -76.6% | +102.3% | +26.7% |
| All | +25.6% | -77.1% | +102.7% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling