-34.5%
SEDG vs ADVB
-72.7%
+38.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -23.6% | +21.8% | -2.8% |
| 7D | -13.3% | +27.8% | -41.1% | -11.8% |
| 30D | -21.9% | -50.8% | +28.9% | -23.8% |
| 3M | -25.9% | -70.5% | +44.6% | -29.3% |
| 6M | -44.2% | -46.7% | +2.5% | -43.1% |
| YTD | -17.3% | -56.7% | +39.3% | -12.9% |
| 1Y | -34.5% | -71.8% | +37.2% | -31.3% |
| All | -34.5% | -72.7% | +38.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling