+70.1%
SEDG vs EVRG
+223.3%
-153.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +3.6% | +0.6% | +3.1% | +3.4% |
| 30D | +9.3% | -0.2% | +9.5% | +9.4% |
| 3M | -39.1% | -0.5% | -38.6% | -39.2% |
| 6M | +1.8% | +0.2% | +1.6% | +0.6% |
| YTD | +22.0% | +14.9% | +7.2% | +13.6% |
| 1Y | +17.2% | +18.2% | -1.0% | +7.8% |
| 3Y | -76.3% | +70.2% | -146.5% | -81.4% |
| 5Y | -87.2% | +45.3% | -132.6% | -89.4% |
| 10Y | +108.6% | +112.4% | -3.8% | +54.7% |
| All | +70.1% | +223.3% | -153.2% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling