-76.6%
SEDG vs DTE
+43.4%
-120.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.7% |
| 7D | +1.4% | -2.6% | +4.0% | +3.3% |
| 30D | +8.3% | -4.4% | +12.7% | +11.8% |
| 3M | -40.7% | -8.3% | -32.3% | -37.5% |
| 6M | -3.9% | -8.1% | +4.2% | -1.0% |
| YTD | +20.2% | +4.4% | +15.8% | +6.6% |
| 1Y | +17.6% | +0.2% | +17.4% | +9.9% |
| 3Y | -76.6% | +42.6% | -119.2% | -85.3% |
| All | -76.6% | +43.4% | -120.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling