-87.3%
SEDG vs EQNR
+183.4%
-270.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +1.4% | +6.4% | -5.0% | -0.7% |
| 30D | +8.3% | +10.4% | -2.0% | +4.7% |
| 3M | -40.7% | +23.1% | -63.7% | -45.1% |
| 6M | -3.9% | +36.3% | -40.2% | -14.4% |
| YTD | +20.2% | +96.0% | -75.8% | -6.0% |
| 1Y | +17.6% | +94.2% | -76.6% | -8.1% |
| 3Y | -76.6% | +75.3% | -151.9% | -81.6% |
| All | -87.3% | +183.4% | -270.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 5y: compounded portfolio wealth divided by compounded EQNR 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…
5y analysis · Full analysis span regression · 6 months rolling