+707.3%
MA vs SEDG
+33.0%
+674.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | -1.8% | -11.2% | +9.4% | -0.9% |
| 30D | +11.0% | -15.3% | +26.3% | +12.2% |
| 3M | +17.9% | -19.9% | +37.8% | +19.3% |
| 6M | +33.2% | -36.2% | +69.3% | +34.4% |
| YTD | +16.5% | -7.6% | +24.0% | +11.5% |
| 1Y | +19.1% | -40.3% | +59.4% | +18.6% |
| 3Y | +70.6% | -62.5% | +133.1% | +63.5% |
| 5Y | +92.1% | -92.6% | +184.7% | +119.8% |
| 10Y | +569.6% | +99.8% | +469.8% | +378.7% |
| All | +707.3% | +33.0% | +674.3% | +488.0% |
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