-34.5%
SEDG vs ES
+2.1%
-36.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.5% |
| 7D | -13.3% | +2.7% | -16.0% | -12.4% |
| 30D | -21.9% | +7.6% | -29.4% | -19.9% |
| 3M | -25.9% | +0.5% | -26.4% | -26.1% |
| 6M | -44.2% | +7.6% | -51.8% | -43.1% |
| YTD | -17.3% | +10.2% | -27.6% | -18.1% |
| 1Y | -34.5% | +1.8% | -36.4% | -33.6% |
| All | -34.5% | +2.1% | -36.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling