+65.5%
QBTS vs SEDG
-87.5%
+153.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.5% | +2.2% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | -19.0% | +8.3% | -27.3% | -21.1% |
| 3M | -29.5% | -40.7% | +11.2% | -21.4% |
| 6M | -11.2% | -3.9% | -7.3% | -15.2% |
| YTD | -35.8% | +20.2% | -56.0% | -42.8% |
| 1Y | +1.7% | +17.6% | -15.9% | -9.6% |
| 3Y | +1,470.1% | -76.6% | +1,546.7% | +1,468.1% |
| 5Y | +72.3% | -87.1% | +159.4% | +87.2% |
| All | +65.5% | -87.5% | +153.0% | +83.6% |
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