+32.9%
SEDG vs ES
+108.4%
-75.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +6.4% |
| 7D | -8.5% | +1.9% | -10.3% | -9.7% |
| 30D | -17.0% | +7.1% | -24.1% | -20.2% |
| 3M | -15.8% | -1.9% | -13.9% | -15.4% |
| 6M | -32.3% | +4.4% | -36.6% | -35.0% |
| YTD | -4.6% | +7.3% | -12.0% | -11.1% |
| 1Y | -29.2% | +2.1% | -31.4% | -32.6% |
| 3Y | -61.7% | +41.8% | -103.5% | -69.3% |
| 5Y | -92.0% | +1.4% | -93.4% | -92.5% |
| 10Y | +100.8% | +86.8% | +14.0% | +49.1% |
| All | +32.9% | +108.4% | -75.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling