-92.6%
SEDG vs ESTC
-51.0%
-41.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | -11.2% | -2.6% | -8.5% | -10.2% |
| 30D | -15.3% | -8.6% | -6.7% | -13.0% |
| 3M | -19.9% | +14.4% | -34.3% | -25.2% |
| 6M | -36.2% | +73.3% | -109.5% | -48.7% |
| YTD | -7.6% | +15.7% | -23.3% | -16.3% |
| 1Y | -40.3% | -7.6% | -32.8% | -41.7% |
| 3Y | -62.5% | +14.6% | -77.1% | -70.7% |
| 5Y | -92.6% | -50.0% | -42.5% | -93.3% |
| All | -92.6% | -51.0% | -41.6% | -93.3% |
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