+1,457.0%
QBTS vs SEDG
-75.7%
+1,532.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -4.0% |
| 7D | -1.0% | +8.7% | -9.7% | -3.4% |
| 30D | -17.6% | +10.3% | -28.0% | -20.6% |
| 3M | -28.3% | -32.6% | +4.3% | -21.6% |
| 6M | -11.2% | -3.6% | -7.6% | -16.4% |
| YTD | -36.3% | +27.4% | -63.7% | -46.0% |
| 1Y | +3.9% | +24.9% | -21.0% | -12.4% |
| All | +1,457.0% | -75.7% | +1,532.7% | +1,551.4% |
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 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