+100.2%
SEDG vs DVA
+187.8%
-87.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.8% | -5.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | +8.3% | 0.0% | +8.3% | +8.2% |
| 3M | -40.7% | -10.9% | -29.7% | -37.7% |
| 6M | -3.9% | +17.3% | -21.2% | -8.3% |
| YTD | +20.2% | +59.8% | -39.6% | +2.6% |
| 1Y | +17.6% | +36.3% | -18.7% | +5.6% |
| 3Y | -76.6% | +88.6% | -165.2% | -81.2% |
| 5Y | -87.1% | +47.5% | -134.6% | -89.2% |
| All | +100.2% | +187.8% | -87.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling