+13.5%
QCOM vs SEDG
+4.5%
+9.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.9% |
| 7D | +4.4% | +3.6% | +0.7% | +3.7% |
| 30D | +9.4% | +9.3% | +0.1% | +7.6% |
| 3M | -13.7% | -39.1% | +25.4% | -8.1% |
| 6M | +28.9% | +1.8% | +27.1% | +28.3% |
| YTD | +4.7% | +22.0% | -17.3% | +1.0% |
| 1Y | +13.5% | +17.2% | -3.7% | +9.2% |
| All | +13.5% | +4.5% | +9.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling