-75.5%
SEDG vs M
+120.4%
-196.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.9% |
| 7D | +12.1% | +2.4% | +9.8% | +10.7% |
| 30D | +14.7% | -11.6% | +26.3% | +22.2% |
| 3M | -43.0% | +1.6% | -44.7% | -43.4% |
| 6M | +9.0% | +25.2% | -16.2% | -2.7% |
| YTD | +26.3% | +3.8% | +22.5% | +21.8% |
| 1Y | +8.9% | +36.3% | -27.4% | -9.6% |
| 3Y | -75.5% | +116.3% | -191.9% | -85.5% |
| All | -75.5% | +120.4% | -196.0% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling