+254.5%
QCOM vs SEDG
+19.0%
+235.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.4% |
| 7D | +4.3% | -13.3% | +17.6% | +6.4% |
| 30D | -0.1% | -21.9% | +21.8% | +3.3% |
| 3M | +5.2% | -25.9% | +31.1% | +9.4% |
| 6M | -18.4% | -44.2% | +25.9% | -13.1% |
| YTD | +2.4% | -17.3% | +19.7% | +0.9% |
| 1Y | +0.9% | -34.5% | +35.4% | +2.5% |
| 3Y | +48.4% | -66.7% | +115.1% | +46.9% |
| 5Y | +16.6% | -93.4% | +110.0% | +41.7% |
| 10Y | +237.8% | +78.7% | +159.1% | +202.5% |
| All | +254.5% | +19.0% | +235.5% | +232.2% |
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 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