+113.5%
SEDG vs ADVB
-88.3%
+201.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.1% |
| 7D | +8.9% | -3.8% | +12.6% | +8.7% |
| 30D | +0.9% | +17.6% | -16.7% | +2.2% |
| 3M | -53.2% | +119.1% | -172.4% | -48.6% |
| 6M | -9.9% | +103.4% | -113.2% | +0.5% |
| YTD | +18.5% | +59.8% | -41.3% | +31.2% |
| 1Y | +0.1% | +8.5% | -8.4% | +9.3% |
| All | +113.5% | -88.3% | +201.8% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling