+17.6%
SEDG vs M
+34.0%
-16.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -8.9% |
| 7D | +1.4% | -4.2% | +5.6% | +3.3% |
| 30D | +8.3% | -7.2% | +15.5% | +12.1% |
| 3M | -40.7% | -11.1% | -29.5% | -37.1% |
| 6M | -3.9% | +28.8% | -32.7% | -12.2% |
| YTD | +20.2% | +2.0% | +18.2% | +17.3% |
| 1Y | +17.6% | +31.3% | -13.7% | -5.5% |
| All | +17.6% | +34.0% | -16.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling