+315.0%
SCHW vs SEDG
+83.3%
+231.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | +0.4% |
| 7D | -2.8% | +8.7% | -11.5% | -3.5% |
| 30D | -0.1% | +10.3% | -10.4% | -1.1% |
| 3M | +20.6% | -32.6% | +53.2% | +23.0% |
| 6M | +15.9% | -3.6% | +19.5% | +12.5% |
| YTD | +8.5% | +27.4% | -18.9% | +1.7% |
| 1Y | +17.8% | +24.9% | -7.1% | +9.3% |
| 3Y | +88.5% | -75.3% | +163.8% | +94.7% |
| 5Y | +60.6% | -86.3% | +146.9% | +71.5% |
| 10Y | +298.0% | +117.7% | +180.3% | +184.9% |
| All | +315.0% | +83.3% | +231.7% | +199.2% |
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