+77.5%
SEDG vs DGX
+284.0%
-206.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.3% |
| 7D | +8.7% | -3.5% | +12.2% | +10.5% |
| 30D | +10.3% | -2.7% | +13.0% | +11.8% |
| 3M | -32.6% | +13.9% | -46.5% | -37.6% |
| 6M | -3.6% | +16.0% | -19.6% | -12.6% |
| YTD | +27.4% | +34.9% | -7.6% | +5.4% |
| 1Y | +24.9% | +30.6% | -5.6% | +5.0% |
| 3Y | -75.3% | +93.0% | -168.3% | -83.1% |
| 5Y | -86.3% | +64.4% | -150.7% | -90.0% |
| 10Y | +117.7% | +248.1% | -130.4% | -2.1% |
| All | +77.5% | +284.0% | -206.5% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling