+141.9%
IBM vs SEDG
+81.7%
+60.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -1.6% |
| 7D | +0.3% | +12.1% | -11.8% | -0.5% |
| 30D | -1.5% | +14.7% | -16.2% | -2.5% |
| 3M | -16.8% | -43.0% | +26.3% | -14.6% |
| 6M | -9.0% | +9.0% | -18.1% | -11.6% |
| YTD | -20.1% | +26.3% | -46.3% | -23.6% |
| 1Y | -7.0% | +8.9% | -16.0% | -10.9% |
| 3Y | +72.4% | -75.5% | +147.9% | +74.5% |
| 5Y | +112.0% | -86.7% | +198.7% | +118.0% |
| 10Y | +131.6% | +110.6% | +21.0% | +71.6% |
| All | +141.9% | +81.7% | +60.2% | +75.1% |
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