-22.0%
QID vs SEDG
-5.0%
-17.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -3.1% |
| 7D | +9.8% | +1.8% | +8.0% | +10.2% |
| 30D | +18.9% | -12.7% | +31.6% | +16.9% |
| 3M | +9.6% | -38.4% | +48.0% | +3.7% |
| 6M | -7.8% | -27.7% | +19.9% | -10.6% |
| YTD | -23.3% | +4.1% | -27.4% | -20.5% |
| 1Y | -22.0% | -5.7% | -16.4% | -19.3% |
| All | -22.0% | -5.0% | -17.0% | -19.3% |
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