+17.2%
QCOM vs SEDG
-93.4%
+110.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.9% | +9.2% | +1.8% |
| 7D | +13.0% | -7.3% | +20.3% | +14.3% |
| 30D | +0.2% | -25.3% | +25.5% | +4.6% |
| 3M | +9.2% | -24.1% | +33.4% | +13.4% |
| 6M | -15.0% | -39.9% | +24.9% | -10.0% |
| YTD | +5.2% | -15.8% | +21.0% | +3.4% |
| 1Y | +2.4% | -42.9% | +45.2% | +6.4% |
| 3Y | +52.0% | -65.9% | +117.8% | +55.3% |
| All | +17.2% | -93.4% | +110.6% | +68.6% |
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