+638.8%
QQQ vs SEDG
+73.0%
+565.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | -1.2% | +8.3% | -9.5% | -2.3% |
| 3M | -0.2% | -40.7% | +40.5% | +4.4% |
| 6M | +17.9% | -3.9% | +21.8% | +14.8% |
| YTD | +16.6% | +20.2% | -3.6% | +9.6% |
| 1Y | +23.0% | +17.6% | +5.4% | +14.3% |
| 3Y | +92.9% | -76.6% | +169.6% | +100.7% |
| 5Y | +95.6% | -87.1% | +182.7% | +113.5% |
| 10Y | +570.4% | +105.5% | +464.9% | +416.0% |
| All | +638.8% | +73.0% | +565.8% | +471.6% |
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