+127.4%
SEDG vs ADVB
-88.8%
+216.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.8% | +10.3% | +6.3% |
| 7D | +12.1% | -14.0% | +26.1% | +11.2% |
| 30D | +14.7% | +41.0% | -26.3% | +17.5% |
| 3M | -43.0% | +127.9% | -171.0% | -37.3% |
| 6M | +9.0% | +101.3% | -92.3% | +21.5% |
| YTD | +26.3% | +53.8% | -27.5% | +39.5% |
| 1Y | +8.9% | +4.4% | +4.5% | +18.7% |
| All | +127.4% | -88.8% | +216.2% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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