+147.3%
IBM vs SEDG
+80.7%
+66.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +1.6% | -13.3% | +14.9% | +2.4% |
| 30D | +9.2% | -21.9% | +31.1% | +10.6% |
| 3M | +4.9% | -25.9% | +30.8% | +6.4% |
| 6M | +16.8% | -44.2% | +61.0% | +19.0% |
| YTD | -14.3% | -17.3% | +3.0% | -16.1% |
| 1Y | -16.7% | -34.5% | +17.8% | -17.2% |
| 3Y | +82.2% | -66.7% | +148.9% | +78.9% |
| 5Y | +149.9% | -93.4% | +243.4% | +172.2% |
| All | +147.3% | +80.7% | +66.6% | +90.8% |
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