+100.2%
SEDG vs EFV
+169.9%
-69.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -7.2% |
| 7D | +1.4% | -0.8% | +2.2% | +2.4% |
| 30D | +8.3% | +0.6% | +7.7% | +7.1% |
| 3M | -40.7% | +7.5% | -48.2% | -46.3% |
| 6M | -3.9% | +13.0% | -16.9% | -20.0% |
| YTD | +20.2% | +18.3% | +1.9% | -5.7% |
| 1Y | +17.6% | +26.7% | -9.1% | -15.8% |
| 3Y | -76.6% | +89.6% | -166.2% | -89.5% |
| 5Y | -87.1% | +98.2% | -185.3% | -94.5% |
| All | +100.2% | +169.9% | -69.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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