+36.2%
QCOM vs SEDG
-87.2%
+123.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +2.2% |
| 7D | +5.1% | +12.1% | -7.1% | +3.2% |
| 30D | +4.3% | +14.7% | -10.4% | +1.8% |
| 3M | -19.6% | -43.0% | +23.4% | -13.6% |
| 6M | +29.5% | +9.0% | +20.4% | +23.9% |
| YTD | +3.4% | +26.3% | -22.9% | -4.2% |
| 1Y | +10.9% | +8.9% | +2.0% | +3.3% |
| 3Y | +74.8% | -75.5% | +150.3% | +97.0% |
| 5Y | +36.2% | -86.7% | +122.9% | +66.0% |
| All | +36.2% | -87.2% | +123.3% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling