+51.6%
SEDG vs ADVB
-95.9%
+147.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +42.7% | -51.6% | -6.5% |
| 7D | -7.3% | +74.2% | -81.5% | -3.9% |
| 30D | -25.3% | -35.9% | +10.5% | -26.6% |
| 3M | -24.1% | -56.4% | +32.3% | -26.8% |
| 6M | -39.9% | -36.7% | -3.2% | -37.8% |
| YTD | -15.8% | -43.3% | +27.5% | -11.3% |
| 1Y | -42.9% | -63.4% | +20.5% | -41.5% |
| All | +51.6% | -95.9% | +147.5% | +97.7% |
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