+368.8%
ORCL vs SEDG
+103.5%
+265.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +10.9% | +3.6% | +7.3% | +10.5% |
| 30D | +7.0% | +9.3% | -2.3% | +6.0% |
| 3M | -21.2% | -39.1% | +17.9% | -18.3% |
| 6M | +7.4% | +1.8% | +5.6% | +5.2% |
| YTD | -16.3% | +22.0% | -38.3% | -19.7% |
| 1Y | -32.3% | +17.2% | -49.5% | -35.3% |
| 3Y | +32.6% | -76.3% | +108.9% | +36.4% |
| 5Y | +93.1% | -87.2% | +180.3% | +104.5% |
| 10Y | +368.8% | +108.6% | +260.2% | +267.3% |
| All | +368.8% | +103.5% | +265.3% | +267.3% |
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 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