+67.2%
QLD vs SEDG
-92.0%
+159.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.6% |
| 7D | -10.3% | -8.5% | -1.8% | -8.7% |
| 30D | -26.1% | -17.0% | -9.0% | -23.5% |
| 3M | -17.8% | -15.8% | -2.0% | -15.7% |
| 6M | -15.6% | -32.3% | +16.7% | -12.0% |
| YTD | +5.4% | -4.6% | +10.0% | -1.0% |
| 1Y | +5.2% | -29.2% | +34.5% | +4.4% |
| 3Y | +139.4% | -61.7% | +201.1% | +141.4% |
| All | +67.2% | -92.0% | +159.2% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling