-76.6%
SEDG vs EQH
+100.2%
-176.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.3% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | +8.3% | +2.8% | +5.5% | +6.7% |
| 3M | -40.7% | +23.1% | -63.7% | -48.0% |
| 6M | -3.9% | +41.4% | -45.3% | -23.2% |
| YTD | +20.2% | +14.3% | +5.9% | +9.2% |
| 1Y | +17.6% | +1.6% | +16.0% | +14.2% |
| 3Y | -76.6% | +102.7% | -179.3% | -89.0% |
| All | -76.6% | +100.2% | -176.8% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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