-99.4%
QID vs SEDG
+75.6%
-175.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | -0.2% |
| 7D | -1.9% | +3.6% | -5.5% | -1.1% |
| 30D | +1.7% | +9.3% | -7.6% | +4.2% |
| 3M | -3.9% | -39.1% | +35.2% | -10.5% |
| 6M | -30.0% | +1.8% | -31.8% | -24.5% |
| YTD | -28.2% | +22.0% | -50.3% | -17.9% |
| 1Y | -35.6% | +17.2% | -52.9% | -24.8% |
| 3Y | -74.3% | -76.3% | +2.1% | -76.2% |
| 5Y | -80.8% | -87.2% | +6.4% | -82.2% |
| 10Y | -99.2% | +108.6% | -207.7% | -98.2% |
| All | -99.4% | +75.6% | -175.0% | -98.7% |
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