+361.5%
NDAQ vs SEDG
+106.4%
+255.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.5% |
| 7D | -5.9% | +1.4% | -7.3% | -6.0% |
| 30D | -4.7% | +8.3% | -13.0% | -5.4% |
| 3M | +5.5% | -40.7% | +46.2% | +8.5% |
| 6M | +7.4% | -3.9% | +11.3% | +4.5% |
| YTD | -5.5% | +20.2% | -25.7% | -10.4% |
| 1Y | -3.7% | +17.6% | -21.3% | -9.6% |
| 3Y | +85.0% | -76.6% | +161.6% | +92.1% |
| 5Y | +49.0% | -87.1% | +136.1% | +60.3% |
| All | +361.5% | +106.4% | +255.1% | +277.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling