+46.2%
MSFT vs SEDG
-65.9%
+112.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -1.3% | -13.3% | +12.0% | -0.8% |
| 30D | -1.8% | -21.9% | +20.0% | -1.2% |
| 3M | +5.6% | -25.9% | +31.5% | +6.4% |
| 6M | +29.8% | -44.2% | +74.0% | +31.3% |
| YTD | +9.0% | -17.3% | +26.3% | +8.4% |
| 1Y | +4.9% | -34.5% | +39.5% | +5.0% |
| 3Y | +46.2% | -66.7% | +112.9% | +45.0% |
| All | +46.2% | -65.9% | +112.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling