+76.7%
SEDG vs M
-8.5%
+85.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -2.1% | -6.8% | -8.3% |
| 7D | -7.3% | +0.6% | -7.9% | -7.6% |
| 30D | -25.3% | +7.0% | -32.3% | -27.0% |
| 3M | -24.1% | +3.1% | -27.3% | -25.3% |
| 6M | -39.9% | +33.5% | -73.4% | -44.9% |
| YTD | -15.8% | +13.4% | -29.2% | -19.8% |
| 1Y | -42.9% | +22.4% | -65.3% | -46.9% |
| 3Y | -65.9% | +150.9% | -216.7% | -73.8% |
| 5Y | -93.3% | -3.0% | -90.3% | -94.0% |
| All | +76.7% | -8.5% | +85.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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