-10.0%
SEDG vs ESTC
+31.2%
-41.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +2.8% |
| 7D | +8.9% | -8.1% | +17.0% | +11.8% |
| 30D | +0.9% | +31.7% | -30.8% | -11.0% |
| 3M | -53.2% | +41.1% | -94.3% | -59.8% |
| 6M | -9.9% | +77.1% | -86.9% | -30.7% |
| YTD | +18.5% | +21.7% | -3.2% | +4.4% |
| 1Y | +0.1% | +8.4% | -8.3% | -9.3% |
| 3Y | -78.9% | +23.6% | -102.5% | -84.2% |
| 5Y | -88.0% | -46.5% | -41.6% | -88.4% |
| All | -10.0% | +31.2% | -41.1% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling