+100.2%
SEDG vs EVRG
+113.9%
-13.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -6.0% | -5.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +8.3% | -1.2% | +9.5% | +8.9% |
| 3M | -40.7% | -0.6% | -40.0% | -40.7% |
| 6M | -3.9% | +2.4% | -6.3% | -6.0% |
| YTD | +20.2% | +15.5% | +4.8% | +11.2% |
| 1Y | +17.6% | +16.8% | +0.8% | +8.1% |
| 3Y | -76.6% | +75.0% | -151.6% | -82.1% |
| 5Y | -87.1% | +49.3% | -136.4% | -89.5% |
| All | +100.2% | +113.9% | -13.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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