+46.5%
PYPL vs SEDG
+2.6%
+43.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.8% | -4.2% |
| 7D | +1.7% | +12.1% | -10.4% | 0.0% |
| 30D | -9.7% | +14.7% | -24.5% | -11.7% |
| 3M | +29.2% | -43.0% | +72.2% | +37.0% |
| 6M | +13.9% | +9.0% | +4.8% | +5.9% |
| YTD | -8.1% | +26.3% | -34.4% | -17.5% |
| 1Y | -21.4% | +8.9% | -30.3% | -29.2% |
| 3Y | -11.8% | -75.5% | +63.7% | -8.2% |
| 5Y | -81.1% | -86.7% | +5.6% | -78.8% |
| 10Y | +36.9% | +110.6% | -73.6% | -0.1% |
| All | +46.5% | +2.6% | +43.9% | +19.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling