-40.3%
SEDG vs M
+25.7%
-66.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -11.2% | -3.3% | -7.9% | -10.2% |
| 30D | -15.3% | +8.1% | -23.4% | -17.2% |
| 3M | -19.9% | +2.2% | -22.1% | -20.1% |
| 6M | -36.2% | +35.1% | -71.3% | -39.4% |
| YTD | -7.6% | +15.8% | -23.4% | -13.8% |
| 1Y | -40.3% | +25.8% | -66.2% | -48.1% |
| All | -40.3% | +25.7% | -66.1% | -48.1% |
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