-87.3%
SEDG vs DGX
+66.8%
-154.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.3% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +8.3% | -1.2% | +9.5% | +8.8% |
| 3M | -40.7% | +15.8% | -56.4% | -44.9% |
| 6M | -3.9% | +18.2% | -22.1% | -12.5% |
| YTD | +20.2% | +37.2% | -17.0% | -0.6% |
| 1Y | +17.6% | +30.4% | -12.8% | +0.1% |
| 3Y | -76.6% | +96.7% | -173.3% | -83.8% |
| All | -87.3% | +66.8% | -154.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling