+73.5%
MSFT vs SEDG
-86.8%
+160.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.1% |
| 7D | -3.5% | +8.7% | -12.2% | -4.0% |
| 30D | -2.1% | +10.3% | -12.4% | -2.8% |
| 3M | +24.2% | -32.6% | +56.8% | +26.2% |
| 6M | +21.9% | -3.6% | +25.4% | +19.5% |
| YTD | +2.5% | +27.4% | -24.9% | -2.1% |
| 1Y | -0.8% | +24.9% | -25.7% | -6.0% |
| 3Y | +50.8% | -75.3% | +126.1% | +67.7% |
| 5Y | +73.5% | -86.3% | +159.8% | +102.0% |
| All | +73.5% | -86.8% | +160.3% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling