+264.1%
QCOM vs SEDG
+21.1%
+242.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.9% | +9.2% | +1.7% |
| 7D | +13.0% | -7.3% | +20.3% | +14.2% |
| 30D | +0.2% | -25.3% | +25.5% | +4.3% |
| 3M | +9.2% | -24.1% | +33.4% | +13.1% |
| 6M | -15.0% | -39.9% | +24.9% | -10.5% |
| YTD | +5.2% | -15.8% | +21.0% | +3.3% |
| 1Y | +2.4% | -42.9% | +45.2% | +5.9% |
| 3Y | +52.0% | -65.9% | +117.8% | +49.8% |
| 5Y | +19.7% | -93.3% | +113.0% | +45.1% |
| 10Y | +246.9% | +81.9% | +165.0% | +209.8% |
| All | +264.1% | +21.1% | +242.9% | +240.2% |
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