-0.9%
MSFT vs SEDG
+24.9%
-25.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | 0.0% |
| 7D | -3.5% | +8.7% | -12.2% | -3.7% |
| 30D | -2.1% | +10.3% | -12.4% | -2.4% |
| 3M | +24.2% | -32.6% | +56.8% | +24.6% |
| 6M | +21.9% | -3.6% | +25.4% | +20.9% |
| YTD | +2.5% | +27.4% | -24.9% | +0.5% |
| All | -0.9% | +24.9% | -25.8% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling