+247.2%
ORCL vs SEDG
+88.8%
+158.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.9% |
| 7D | -6.5% | -21.4% | +14.8% | -4.4% |
| 30D | -16.6% | -19.7% | +3.2% | -14.9% |
| 3M | -21.6% | -19.7% | -1.9% | -20.2% |
| 6M | -39.4% | -37.4% | -2.0% | -37.5% |
| YTD | -38.7% | -10.4% | -28.3% | -39.6% |
| 1Y | -50.4% | -43.0% | -7.3% | -49.2% |
| 3Y | +8.1% | -63.6% | +71.7% | +6.9% |
| 5Y | +34.5% | -92.5% | +127.0% | +49.5% |
| All | +247.2% | +88.8% | +158.4% | +174.5% |
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