+2.7%
LUV vs SEDG
+83.3%
-80.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | -0.5% |
| 7D | -0.1% | +8.7% | -8.8% | -1.2% |
| 30D | -14.6% | +10.3% | -24.9% | -15.8% |
| 3M | -5.7% | -32.6% | +26.9% | -2.7% |
| 6M | -8.4% | -3.6% | -4.9% | -11.6% |
| YTD | -5.1% | +27.4% | -32.5% | -12.4% |
| 1Y | +26.6% | +24.9% | +1.7% | +15.5% |
| 3Y | +39.7% | -75.3% | +115.0% | +42.8% |
| 5Y | -12.0% | -86.3% | +74.3% | -6.9% |
| 10Y | +17.3% | +117.7% | -100.4% | -15.6% |
| All | +2.7% | +83.3% | -80.6% | -31.4% |
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 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