+73.5%
SEDG vs ES
+98.2%
-24.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -13.3% | +2.7% | -16.0% | -14.5% |
| 30D | -21.9% | +7.6% | -29.4% | -25.1% |
| 3M | -25.9% | +0.5% | -26.4% | -26.5% |
| 6M | -44.2% | +7.6% | -51.8% | -47.4% |
| YTD | -17.3% | +10.2% | -27.6% | -24.2% |
| 1Y | -34.5% | +1.8% | -36.4% | -37.5% |
| 3Y | -66.7% | +55.4% | -122.1% | -74.8% |
| 5Y | -93.4% | +7.3% | -100.7% | -94.0% |
| All | +73.5% | +98.2% | -24.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling