-73.5%
QID vs SEDG
-77.1%
+3.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -2.5% |
| 7D | +1.3% | +1.4% | -0.1% | +1.5% |
| 30D | +2.9% | +8.3% | -5.4% | +4.3% |
| 3M | -0.7% | -40.7% | +39.9% | -4.8% |
| 6M | -29.7% | -3.9% | -25.8% | -27.5% |
| YTD | -27.9% | +20.2% | -48.1% | -22.9% |
| 1Y | -34.6% | +17.6% | -52.2% | -29.1% |
| 3Y | -73.5% | -76.6% | +3.1% | -74.5% |
| All | -73.5% | -77.1% | +3.6% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling