-7.3%
SEDG vs ESTC
+23.7%
-31.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -2.6% |
| 7D | +3.6% | -3.3% | +7.0% | +4.6% |
| 30D | +9.3% | +13.4% | -4.1% | +2.0% |
| 3M | -39.1% | +41.3% | -80.4% | -48.0% |
| 6M | +1.8% | +62.6% | -60.8% | -19.2% |
| YTD | +22.0% | +14.8% | +7.3% | +9.7% |
| 1Y | +17.2% | -5.1% | +22.3% | +11.8% |
| 3Y | -76.3% | +11.2% | -87.5% | -81.5% |
| 5Y | -87.2% | -47.0% | -40.3% | -87.6% |
| All | -7.3% | +23.7% | -31.0% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling