-3.2%
SEDG vs ESTC
+19.3%
-22.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.0% | +5.7% |
| 7D | +8.7% | -13.2% | +21.9% | +14.1% |
| 30D | +10.3% | +9.3% | +1.0% | +4.2% |
| 3M | -32.6% | +37.3% | -70.0% | -41.9% |
| 6M | -3.6% | +61.0% | -64.6% | -23.2% |
| YTD | +27.4% | +10.7% | +16.7% | +15.9% |
| 1Y | +24.9% | -7.2% | +32.1% | +20.0% |
| 3Y | -75.3% | +7.2% | -82.5% | -80.4% |
| 5Y | -86.3% | -47.7% | -38.6% | -86.7% |
| All | -3.2% | +19.3% | -22.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling