+238.6%
SCHD vs SEDG
+106.4%
+132.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -0.4% | +8.3% | -8.7% | -1.1% |
| 3M | +5.7% | -40.7% | +46.4% | +8.6% |
| 6M | +11.9% | -3.9% | +15.8% | +9.4% |
| YTD | +26.4% | +20.2% | +6.2% | +20.7% |
| 1Y | +27.6% | +17.6% | +10.0% | +20.7% |
| 3Y | +54.9% | -76.6% | +131.6% | +58.6% |
| 5Y | +60.9% | -87.1% | +148.0% | +68.6% |
| All | +238.6% | +106.4% | +132.2% | +172.3% |
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