+34.2%
LYB vs SEDG
+73.0%
-38.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.3% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +2.5% | +8.3% | -5.8% | +1.2% |
| 3M | +1.4% | -40.7% | +42.0% | +6.1% |
| 6M | -3.5% | -3.9% | +0.4% | -7.0% |
| YTD | +52.0% | +20.2% | +31.8% | +40.9% |
| 1Y | +22.1% | +17.6% | +4.5% | +11.5% |
| 3Y | -22.8% | -76.6% | +53.8% | -21.2% |
| 5Y | -3.4% | -87.1% | +83.7% | +1.8% |
| 10Y | +47.4% | +105.5% | -58.1% | +0.1% |
| All | +34.2% | +73.0% | -38.7% | -0.5% |
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