+166.2%
SBUX vs SEDG
+75.6%
+90.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -6.3% | +3.6% | -9.9% | -6.6% |
| 30D | -3.9% | +9.3% | -13.2% | -4.7% |
| 3M | +3.3% | -39.1% | +42.4% | +6.2% |
| 6M | +1.4% | +1.8% | -0.4% | -2.1% |
| YTD | +21.0% | +22.0% | -1.1% | +14.1% |
| 1Y | +22.4% | +17.2% | +5.2% | +14.5% |
| 3Y | +13.2% | -76.3% | +89.6% | +14.9% |
| 5Y | -5.2% | -87.2% | +82.1% | -0.3% |
| 10Y | +128.3% | +108.6% | +19.8% | +82.5% |
| All | +166.2% | +75.6% | +90.6% | +107.7% |
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