+7.0%
IDXX vs SEDG
-77.1%
+84.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.3% | -0.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.8% |
| 30D | -11.5% | +8.3% | -19.9% | -12.0% |
| 3M | -9.5% | -40.7% | +31.1% | -7.8% |
| 6M | -16.0% | -3.9% | -12.0% | -17.8% |
| YTD | -25.4% | +20.2% | -45.6% | -28.5% |
| 1Y | -21.8% | +17.6% | -39.4% | -25.6% |
| 3Y | +7.0% | -76.6% | +83.6% | +18.4% |
| All | +7.0% | -77.1% | +84.1% | +18.4% |
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