+146.0%
QLD vs SEDG
-65.9%
+211.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -2.2% |
| 7D | +7.0% | -13.3% | +20.3% | +9.0% |
| 30D | -14.3% | -21.9% | +7.5% | -11.7% |
| 3M | -16.0% | -25.9% | +9.9% | -13.2% |
| 6M | -14.2% | -44.2% | +30.0% | -9.1% |
| YTD | +12.8% | -17.3% | +30.1% | +12.1% |
| 1Y | +14.1% | -34.5% | +48.6% | +16.3% |
| 3Y | +146.0% | -66.7% | +212.7% | +150.2% |
| All | +146.0% | -65.9% | +211.9% | +150.2% |
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 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