-75.5%
QS vs SEDG
-86.4%
+10.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -2.3% |
| 7D | -5.0% | +8.7% | -13.7% | -7.8% |
| 30D | -18.3% | +10.3% | -28.6% | -21.6% |
| 3M | -26.0% | -32.6% | +6.6% | -17.5% |
| 6M | -24.0% | -3.6% | -20.5% | -30.3% |
| YTD | -50.3% | +27.4% | -77.7% | -60.1% |
| 1Y | -38.0% | +24.9% | -62.9% | -50.9% |
| 3Y | -24.6% | -75.3% | +50.7% | +9.3% |
| All | -75.5% | -86.4% | +10.9% | -49.5% |
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 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