+1,390.2%
MSFT vs SEDG
+19.0%
+1,371.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -1.3% | -13.3% | +12.0% | 0.0% |
| 30D | -1.8% | -21.9% | +20.0% | +0.1% |
| 3M | +5.6% | -25.9% | +31.5% | +7.9% |
| 6M | +29.8% | -44.2% | +74.0% | +33.7% |
| YTD | +9.0% | -17.3% | +26.3% | +6.1% |
| 1Y | +4.9% | -34.5% | +39.5% | +4.4% |
| 3Y | +46.2% | -66.7% | +112.9% | +42.5% |
| 5Y | +62.1% | -93.4% | +155.5% | +88.9% |
| 10Y | +899.6% | +78.7% | +821.0% | +665.7% |
| All | +1,390.2% | +19.0% | +1,371.3% | +1,137.3% |
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