-75.2%
SEDG vs EFV
+88.2%
-163.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +5.0% |
| 7D | +8.7% | -2.0% | +10.7% | +13.3% |
| 30D | +10.3% | -0.2% | +10.5% | +10.5% |
| 3M | -32.6% | +9.1% | -41.7% | -43.8% |
| 6M | -3.6% | +11.7% | -15.3% | -25.5% |
| YTD | +27.4% | +17.0% | +10.3% | -12.6% |
| 1Y | +24.9% | +26.7% | -1.8% | -29.0% |
| All | -75.2% | +88.2% | -163.4% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling