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  • SAP vs SEDG✓SelectedUSD · SEDGSAP vs SEDG performance historyLatest closeAs of-0.88%09/04
Stock and ETF performance explorer

SAP vs SEDG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+262.1%
SEDG return
+70.6%
Excess return
+191.6%
Maximum drawdown
-52.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSEDGExcessAlpha
1D-0.9%+1.2%-2.1%-1.0%
7D-2.9%+8.9%-11.8%-3.5%
30D+9.0%+0.9%+8.1%+8.8%
3M+14.9%-53.2%+68.2%+20.3%
6M+11.9%-9.9%+21.8%+9.3%
YTD-9.9%+18.5%-28.4%-14.6%
1Y-19.5%+0.1%-19.7%-23.5%
3Y+61.8%-78.9%+140.7%+68.2%
5Y+56.2%-88.0%+144.2%+67.3%
10Y+180.6%+97.5%+83.1%+121.6%
All+262.1%+70.6%+191.6%+194.8%

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