+561.4%
ISRG vs SEDG
+70.6%
+490.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.6% | +8.9% | -10.5% | -2.4% |
| 30D | -2.3% | +0.9% | -3.2% | -2.5% |
| 3M | -12.4% | -53.2% | +40.8% | -7.1% |
| 6M | -26.8% | -9.9% | -17.0% | -29.1% |
| YTD | -35.3% | +18.5% | -53.8% | -39.7% |
| 1Y | -19.3% | +0.1% | -19.4% | -24.6% |
| 3Y | +18.1% | -78.9% | +97.0% | +24.6% |
| 5Y | +2.6% | -88.0% | +90.7% | +13.2% |
| 10Y | +379.4% | +97.5% | +282.0% | +273.6% |
| All | +561.4% | +70.6% | +490.8% | +405.7% |
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 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