-34.5%
SEDG vs M
+24.3%
-58.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | -13.3% | +7.0% | -20.3% | -14.8% |
| 30D | -21.9% | +8.9% | -30.8% | -23.6% |
| 3M | -25.9% | +4.5% | -30.4% | -26.5% |
| 6M | -44.2% | +36.2% | -80.4% | -46.4% |
| YTD | -17.3% | +15.1% | -32.5% | -22.3% |
| 1Y | -34.5% | +27.4% | -62.0% | -41.7% |
| All | -34.5% | +24.3% | -58.8% | -41.7% |
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 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