+700.1%
ISRG vs SEDG
+19.0%
+681.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.0% |
| 7D | -2.0% | -13.3% | +11.3% | -0.7% |
| 30D | +5.6% | -21.9% | +27.4% | +7.7% |
| 3M | +10.5% | -25.9% | +36.4% | +13.0% |
| 6M | +2.6% | -44.2% | +46.9% | +4.9% |
| YTD | -21.7% | -17.3% | -4.3% | -24.9% |
| 1Y | -21.6% | -34.5% | +13.0% | -22.9% |
| 3Y | +57.0% | -66.7% | +123.7% | +51.3% |
| 5Y | +25.0% | -93.4% | +118.4% | +47.1% |
| 10Y | +542.1% | +78.7% | +463.4% | +408.0% |
| All | +700.1% | +19.0% | +681.1% | +529.7% |
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