-36.0%
SEDG vs ESTC
+27.2%
-63.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +2.0% | -10.9% | -9.6% |
| 7D | -7.3% | +5.8% | -13.1% | -9.2% |
| 30D | -25.3% | -5.6% | -19.8% | -24.0% |
| 3M | -24.1% | +15.4% | -39.6% | -30.0% |
| 6M | -39.9% | +77.8% | -117.7% | -53.4% |
| YTD | -15.8% | +18.1% | -33.9% | -25.5% |
| 1Y | -42.9% | -3.7% | -39.2% | -45.7% |
| 3Y | -65.9% | +16.9% | -82.7% | -73.9% |
| 5Y | -93.3% | -51.2% | -42.0% | -93.2% |
| All | -36.0% | +27.2% | -63.3% | -61.6% |
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