+24.9%
SEDG vs ESTC
-8.5%
+33.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.0% | +4.5% |
| 7D | +8.7% | -13.2% | +21.9% | +9.4% |
| 30D | +10.3% | +9.3% | +1.0% | +8.8% |
| 3M | -32.6% | +37.3% | -70.0% | -34.8% |
| 6M | -3.6% | +61.0% | -64.6% | -7.2% |
| YTD | +27.4% | +10.7% | +16.7% | +26.5% |
| 1Y | +24.9% | -7.2% | +32.1% | +37.4% |
| All | +24.9% | -8.5% | +33.4% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling