+278.7%
SCHD vs SEDG
+83.3%
+195.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.6% |
| 7D | -3.1% | +8.7% | -11.8% | -3.7% |
| 30D | -0.8% | +10.3% | -11.1% | -1.6% |
| 3M | +6.2% | -32.6% | +38.8% | +8.0% |
| 6M | +11.8% | -3.6% | +15.4% | +9.4% |
| YTD | +26.0% | +27.4% | -1.4% | +20.0% |
| 1Y | +28.1% | +24.9% | +3.2% | +21.0% |
| 3Y | +54.6% | -75.3% | +129.9% | +56.6% |
| 5Y | +60.3% | -86.3% | +146.6% | +66.0% |
| 10Y | +242.1% | +117.7% | +124.4% | +172.4% |
| All | +278.7% | +83.3% | +195.4% | +200.9% |
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