+99.8%
SEDG vs ES
+92.3%
+7.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.5% |
| 7D | -11.2% | +0.1% | -11.3% | -11.5% |
| 30D | -15.3% | +6.7% | -22.0% | -18.5% |
| 3M | -19.9% | +0.3% | -20.3% | -20.5% |
| 6M | -36.2% | +7.4% | -43.6% | -39.8% |
| YTD | -7.6% | +8.4% | -15.9% | -14.4% |
| 1Y | -40.3% | +0.6% | -41.0% | -42.7% |
| 3Y | -62.5% | +50.6% | -113.1% | -71.2% |
| 5Y | -92.6% | +4.8% | -97.4% | -93.1% |
| 10Y | +99.8% | +93.1% | +6.7% | +59.6% |
| All | +99.8% | +92.3% | +7.5% | +59.6% |
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