-92.5%
SEDG vs M
+0.1%
-92.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.7% |
| 7D | -21.4% | +5.0% | -26.4% | -23.3% |
| 30D | -19.7% | +10.6% | -30.3% | -23.4% |
| 3M | -19.7% | +1.6% | -21.3% | -21.1% |
| 6M | -37.4% | +30.8% | -68.2% | -44.5% |
| YTD | -10.4% | +16.9% | -27.3% | -17.8% |
| 1Y | -43.0% | +26.3% | -69.3% | -49.7% |
| 3Y | -63.6% | +158.6% | -222.3% | -76.0% |
| 5Y | -92.5% | +2.1% | -94.6% | -94.0% |
| All | -92.5% | +0.1% | -92.5% | -94.0% |
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