+245.8%
QCOM vs SEDG
+94.7%
+151.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +1.2% |
| 7D | +2.0% | -11.2% | +13.1% | +4.0% |
| 30D | +1.2% | -15.3% | +16.5% | +3.8% |
| 3M | +9.1% | -19.9% | +29.1% | +12.5% |
| 6M | -25.0% | -36.2% | +11.2% | -21.3% |
| YTD | +4.8% | -7.6% | +12.4% | +1.0% |
| 1Y | +3.6% | -40.3% | +43.9% | +6.7% |
| 3Y | +51.5% | -62.5% | +114.0% | +47.3% |
| 5Y | +19.7% | -92.6% | +112.3% | +50.0% |
| 10Y | +245.8% | +99.8% | +146.0% | +160.3% |
| All | +245.8% | +94.7% | +151.1% | +160.3% |
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