+361.0%
ORLY vs SEDG
+106.4%
+254.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | -6.8% | +8.3% | -15.1% | -7.2% |
| 3M | -4.8% | -40.7% | +35.9% | -3.2% |
| 6M | -9.1% | -3.9% | -5.2% | -10.8% |
| YTD | -5.9% | +20.2% | -26.1% | -9.2% |
| 1Y | -20.4% | +17.6% | -38.0% | -23.7% |
| 3Y | +36.6% | -76.6% | +113.2% | +41.2% |
| 5Y | +117.3% | -87.1% | +204.4% | +128.8% |
| All | +361.0% | +106.4% | +254.6% | +250.0% |
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