-63.6%
SEDG vs M
+155.4%
-219.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.8% |
| 7D | -21.4% | +5.0% | -26.4% | -23.7% |
| 30D | -19.7% | +10.6% | -30.3% | -24.2% |
| 3M | -19.7% | +1.6% | -21.3% | -21.3% |
| 6M | -37.4% | +30.8% | -68.2% | -46.0% |
| YTD | -10.4% | +16.9% | -27.3% | -19.6% |
| 1Y | -43.0% | +26.3% | -69.3% | -51.4% |
| 3Y | -63.6% | +158.6% | -222.3% | -77.2% |
| All | -63.6% | +155.4% | -219.0% | -77.2% |
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 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