+1,607.4%
QLD vs SEDG
+37.2%
+1,570.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.4% |
| 7D | -10.3% | -8.5% | -1.8% | -8.6% |
| 30D | -26.1% | -17.0% | -9.0% | -23.2% |
| 3M | -17.8% | -15.8% | -2.0% | -15.5% |
| 6M | -15.6% | -32.3% | +16.7% | -11.9% |
| YTD | +5.4% | -4.6% | +10.0% | -2.2% |
| 1Y | +5.2% | -29.2% | +34.5% | +3.8% |
| 3Y | +139.4% | -61.7% | +201.1% | +122.9% |
| 5Y | +66.7% | -92.0% | +158.7% | +130.5% |
| 10Y | +1,422.1% | +100.8% | +1,321.3% | +901.1% |
| All | +1,607.4% | +37.2% | +1,570.2% | +1,067.5% |
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 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