+70.1%
SEDG vs EFV
+138.3%
-68.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.1% |
| 7D | +3.6% | -0.5% | +4.1% | +4.3% |
| 30D | +9.3% | 0.0% | +9.3% | +9.2% |
| 3M | -39.1% | +8.4% | -47.5% | -45.2% |
| 6M | +1.8% | +12.3% | -10.6% | -13.9% |
| YTD | +22.0% | +17.4% | +4.7% | -2.4% |
| 1Y | +17.2% | +27.1% | -9.9% | -15.4% |
| 3Y | -76.3% | +90.7% | -167.1% | -89.2% |
| 5Y | -87.2% | +95.6% | -182.9% | -94.3% |
| 10Y | +108.6% | +165.3% | -56.7% | -35.8% |
| All | +70.1% | +138.3% | -68.2% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling