+51.4%
PYPL vs SEDG
-3.7%
+55.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | +2.7% | +8.9% | -6.2% | +1.4% |
| 30D | -4.9% | +0.9% | -5.8% | -5.2% |
| 3M | +28.9% | -53.2% | +82.1% | +40.6% |
| 6M | +18.2% | -9.9% | +28.1% | +13.2% |
| YTD | -5.0% | +18.5% | -23.6% | -13.9% |
| 1Y | -18.8% | +0.1% | -18.9% | -25.9% |
| 3Y | -12.6% | -78.9% | +66.3% | -6.4% |
| 5Y | -80.8% | -88.0% | +7.3% | -78.0% |
| 10Y | +49.9% | +97.5% | -47.5% | +10.5% |
| All | +51.4% | -3.7% | +55.1% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling