+606.6%
MA vs SEDG
+70.6%
+536.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -2.7% | +8.9% | -11.6% | -3.4% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +20.4% | -53.2% | +73.7% | +26.5% |
| 6M | +11.1% | -9.9% | +21.0% | +8.4% |
| YTD | +2.0% | +18.5% | -16.6% | -3.9% |
| 1Y | -2.2% | +0.1% | -2.3% | -7.5% |
| 3Y | +41.9% | -78.9% | +120.8% | +49.2% |
| 5Y | +75.4% | -88.0% | +163.4% | +90.4% |
| 10Y | +527.5% | +97.5% | +430.1% | +350.4% |
| All | +606.6% | +70.6% | +536.1% | +406.6% |
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