-38.1%
SEDG vs ADVB
-64.0%
+25.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.4% | -6.4% |
| 7D | -21.4% | -4.1% | -17.3% | -21.6% |
| 30D | -19.7% | -60.3% | +40.5% | -23.7% |
| 3M | -19.7% | -73.3% | +53.6% | -25.3% |
| All | -38.1% | -64.0% | +25.9% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling