+36.6%
ORLY vs SEDG
-77.1%
+113.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.3% |
| 30D | -6.8% | +8.3% | -15.1% | -6.7% |
| 3M | -4.8% | -40.7% | +35.9% | -4.9% |
| 6M | -9.1% | -3.9% | -5.2% | -9.6% |
| YTD | -5.9% | +20.2% | -26.1% | -6.6% |
| 1Y | -20.4% | +17.6% | -38.0% | -21.1% |
| 3Y | +36.6% | -76.6% | +113.2% | +39.7% |
| All | +36.6% | -77.1% | +113.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling