+123.9%
SBUX vs SEDG
+106.4%
+17.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | 0.0% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -8.5% | +8.3% | -16.8% | -9.2% |
| 3M | -2.9% | -40.7% | +37.8% | +0.1% |
| 6M | -1.5% | -3.9% | +2.4% | -4.6% |
| YTD | +19.4% | +20.2% | -0.8% | +12.4% |
| 1Y | +22.9% | +17.6% | +5.3% | +14.6% |
| 3Y | +11.3% | -76.6% | +87.9% | +13.9% |
| 5Y | -6.9% | -87.1% | +80.2% | -1.2% |
| All | +123.9% | +106.4% | +17.5% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling