+73.5%
SEDG vs M
-7.1%
+80.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | -13.3% | +7.0% | -20.3% | -15.0% |
| 30D | -21.9% | +8.9% | -30.8% | -24.0% |
| 3M | -25.9% | +4.5% | -30.4% | -27.3% |
| 6M | -44.2% | +36.2% | -80.4% | -49.1% |
| YTD | -17.3% | +15.1% | -32.5% | -21.6% |
| 1Y | -34.5% | +27.4% | -62.0% | -39.9% |
| 3Y | -66.7% | +160.1% | -226.8% | -74.6% |
| 5Y | -93.4% | -1.6% | -91.8% | -94.1% |
| All | +73.5% | -7.1% | +80.5% | +11.2% |
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