+65.2%
SEDG vs M
-42.0%
+107.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | +8.9% | +4.7% | +4.2% | +7.4% |
| 30D | +0.9% | -9.6% | +10.5% | +4.0% |
| 3M | -53.2% | +0.9% | -54.1% | -53.2% |
| 6M | -9.9% | +22.3% | -32.1% | -14.8% |
| YTD | +18.5% | +6.5% | +12.0% | +15.6% |
| 1Y | +0.1% | +38.8% | -38.7% | -9.6% |
| 3Y | -78.9% | +115.9% | -194.8% | -83.3% |
| 5Y | -88.0% | +28.6% | -116.7% | -89.8% |
| 10Y | +97.5% | -2.5% | +100.0% | +42.3% |
| All | +65.2% | -42.0% | +107.2% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling