+70.1%
SEDG vs DTE
+191.8%
-121.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +9.3% | -0.5% | +9.8% | +9.7% |
| 3M | -39.1% | -6.0% | -33.0% | -37.2% |
| 6M | +1.8% | -7.2% | +9.0% | +4.5% |
| YTD | +22.0% | +7.2% | +14.9% | +14.2% |
| 1Y | +17.2% | +4.1% | +13.2% | +12.1% |
| 3Y | -76.3% | +46.9% | -123.2% | -81.2% |
| 5Y | -87.2% | +32.9% | -120.1% | -89.4% |
| 10Y | +108.6% | +144.5% | -35.9% | +20.1% |
| All | +70.1% | +191.8% | -121.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling