+77.5%
SEDG vs DVA
+124.2%
-46.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.7% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +10.3% | +1.7% | +8.7% | +9.6% |
| 3M | -32.6% | -8.7% | -23.9% | -29.7% |
| 6M | -3.6% | +19.7% | -23.2% | -8.9% |
| YTD | +27.4% | +59.6% | -32.2% | +7.9% |
| 1Y | +24.9% | +37.1% | -12.2% | +11.3% |
| 3Y | -75.3% | +89.8% | -165.1% | -80.4% |
| 5Y | -86.3% | +47.4% | -133.7% | -88.7% |
| 10Y | +117.7% | +184.9% | -67.2% | +33.9% |
| All | +77.5% | +124.2% | -46.7% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling