+74.1%
QBTS vs SEDG
-86.9%
+161.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.1% | +4.9% |
| 7D | +6.8% | +12.1% | -5.3% | +3.8% |
| 30D | -14.9% | +14.7% | -29.6% | -18.3% |
| 3M | -31.6% | -43.0% | +11.4% | -22.9% |
| 6M | -4.9% | +9.0% | -14.0% | -12.2% |
| YTD | -32.4% | +26.3% | -58.7% | -40.5% |
| 1Y | +14.6% | +8.9% | +5.7% | +3.5% |
| 3Y | +1,839.6% | -75.5% | +1,915.2% | +1,816.6% |
| 5Y | +81.2% | -86.7% | +167.9% | +94.8% |
| All | +74.1% | -86.9% | +161.0% | +91.0% |
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