-87.2%
SEDG vs ESTC
-46.4%
-40.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -2.7% |
| 7D | +3.6% | -3.3% | +7.0% | +4.5% |
| 30D | +9.3% | +13.4% | -4.1% | +2.7% |
| 3M | -39.1% | +41.3% | -80.4% | -47.2% |
| 6M | +1.8% | +62.6% | -60.8% | -17.4% |
| YTD | +22.0% | +14.8% | +7.3% | +11.2% |
| 1Y | +17.2% | -5.1% | +22.3% | +13.1% |
| 3Y | -76.3% | +11.2% | -87.5% | -81.3% |
| 5Y | -87.2% | -47.0% | -40.3% | -88.2% |
| All | -87.2% | -46.4% | -40.9% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling