+275.4%
ORCL vs SEDG
+84.0%
+191.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.9% | +7.9% | -0.1% |
| 7D | +10.4% | -7.3% | +17.7% | +11.1% |
| 30D | -11.2% | -25.3% | +14.1% | -8.9% |
| 3M | -16.8% | -24.1% | +7.4% | -14.8% |
| 6M | -31.5% | -39.9% | +8.4% | -29.0% |
| YTD | -33.9% | -15.8% | -18.1% | -34.5% |
| 1Y | -43.3% | -42.9% | -0.4% | -42.0% |
| 3Y | +16.5% | -65.9% | +82.3% | +15.8% |
| 5Y | +45.4% | -93.3% | +138.7% | +63.2% |
| All | +275.4% | +84.0% | +191.4% | +200.0% |
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 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