+559.3%
ROKU vs SEDG
+19.0%
+540.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.8% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +2.1% | +8.3% | -6.2% | -0.4% |
| 3M | +29.5% | -40.7% | +70.2% | +40.8% |
| 6M | +53.8% | -3.9% | +57.7% | +42.3% |
| YTD | +42.8% | +20.2% | +22.6% | +22.1% |
| 1Y | +60.7% | +17.6% | +43.1% | +33.4% |
| 3Y | +83.9% | -76.6% | +160.5% | +104.2% |
| 5Y | -52.8% | -87.1% | +34.3% | -38.6% |
| All | +559.3% | +19.0% | +540.3% | +216.0% |
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