-75.5%
SEDG vs ES
+33.1%
-108.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +12.1% | +1.4% | +10.7% | +11.3% |
| 30D | +14.7% | -1.2% | +15.9% | +15.3% |
| 3M | -43.0% | +5.0% | -48.0% | -45.2% |
| 6M | +9.0% | -2.8% | +11.9% | +9.1% |
| YTD | +26.3% | +8.6% | +17.7% | +14.9% |
| 1Y | +8.9% | +18.9% | -10.0% | -12.4% |
| 3Y | -75.5% | +32.1% | -107.7% | -82.9% |
| All | -75.5% | +33.1% | -108.7% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling