+75.9%
REGN vs SEDG
+73.0%
+3.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.2% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | -2.0% | +8.3% | -10.3% | -2.5% |
| 3M | +28.0% | -40.7% | +68.6% | +30.8% |
| 6M | +1.2% | -3.9% | +5.1% | -0.7% |
| YTD | +1.6% | +20.2% | -18.6% | -2.1% |
| 1Y | +38.2% | +17.6% | +20.6% | +32.3% |
| 3Y | -5.4% | -76.6% | +71.3% | -4.8% |
| 5Y | +21.3% | -87.1% | +108.4% | +23.7% |
| 10Y | +105.2% | +105.5% | -0.2% | +54.9% |
| All | +75.9% | +73.0% | +3.0% | +31.7% |
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