+60.7%
HYG vs SEDG
+73.0%
-12.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.2% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -0.7% | +8.3% | -9.0% | -1.1% |
| 3M | -0.2% | -40.7% | +40.5% | +1.2% |
| 6M | +1.4% | -3.9% | +5.3% | +0.4% |
| YTD | +1.5% | +20.2% | -18.8% | -0.7% |
| 1Y | +2.9% | +17.6% | -14.7% | +0.2% |
| 3Y | +25.6% | -76.6% | +102.3% | +27.3% |
| 5Y | +18.6% | -87.1% | +105.6% | +21.8% |
| 10Y | +55.7% | +105.5% | -49.7% | +38.8% |
| All | +60.7% | +73.0% | -12.3% | +44.5% |
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