-46.5%
SEDG vs EQH
+234.7%
-281.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.4% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | +8.3% | +2.8% | +5.5% | +6.6% |
| 3M | -40.7% | +23.1% | -63.7% | -48.1% |
| 6M | -3.9% | +41.4% | -45.3% | -23.1% |
| YTD | +20.2% | +14.3% | +5.9% | +8.3% |
| 1Y | +17.6% | +1.6% | +16.0% | +11.8% |
| 3Y | -76.6% | +102.7% | -179.3% | -85.2% |
| 5Y | -87.1% | +104.5% | -191.6% | -91.9% |
| All | -46.5% | +234.7% | -281.2% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling