+70.1%
SEDG vs ITOT
+327.4%
-257.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | +3.6% | -0.4% | +4.0% | +4.1% |
| 30D | +9.3% | -1.6% | +10.9% | +12.2% |
| 3M | -39.1% | +3.5% | -42.6% | -41.4% |
| 6M | +1.8% | +13.1% | -11.3% | -15.1% |
| YTD | +22.0% | +12.7% | +9.3% | +3.3% |
| 1Y | +17.2% | +18.3% | -1.1% | -6.3% |
| 3Y | -76.3% | +76.4% | -152.7% | -89.2% |
| 5Y | -87.2% | +73.8% | -161.0% | -93.8% |
| 10Y | +108.6% | +301.2% | -192.6% | -68.1% |
| All | +70.1% | +327.4% | -257.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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