+1,305.1%
MSFT vs SEDG
+81.7%
+1,223.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -1.8% |
| 7D | -1.4% | +12.1% | -13.5% | -2.5% |
| 30D | -1.0% | +14.7% | -15.7% | -2.5% |
| 3M | +20.2% | -43.0% | +63.2% | +25.0% |
| 6M | +21.3% | +9.0% | +12.2% | +16.5% |
| YTD | +2.8% | +26.3% | -23.5% | -3.4% |
| 1Y | 0.0% | +8.9% | -9.0% | -5.9% |
| 3Y | +51.2% | -75.5% | +126.8% | +56.4% |
| 5Y | +71.4% | -86.7% | +158.2% | +85.7% |
| 10Y | +868.6% | +110.6% | +758.0% | +629.9% |
| All | +1,305.1% | +81.7% | +1,223.4% | +1,026.5% |
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