-87.2%
SEDG vs M
+22.2%
-109.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -1.7% |
| 7D | +3.6% | -4.1% | +7.7% | +5.2% |
| 30D | +9.3% | -13.6% | +22.9% | +15.9% |
| 3M | -39.1% | -2.3% | -36.8% | -38.4% |
| 6M | +1.8% | +21.9% | -20.1% | -5.6% |
| YTD | +22.0% | -0.6% | +22.6% | +21.0% |
| 1Y | +17.2% | +29.7% | -12.5% | +4.5% |
| 3Y | -76.3% | +107.3% | -183.6% | -82.4% |
| 5Y | -87.2% | +20.5% | -107.7% | -89.2% |
| All | -87.2% | +22.2% | -109.5% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling