+28.8%
SEDG vs M
-37.0%
+65.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -11.2% | -3.3% | -7.9% | -10.3% |
| 30D | -15.3% | +8.1% | -23.4% | -17.5% |
| 3M | -19.9% | +2.2% | -22.1% | -21.0% |
| 6M | -36.2% | +35.1% | -71.3% | -41.9% |
| YTD | -7.6% | +15.8% | -23.4% | -12.8% |
| 1Y | -40.3% | +25.8% | -66.2% | -45.2% |
| 3Y | -62.5% | +156.2% | -218.7% | -71.8% |
| 5Y | -92.6% | -2.4% | -90.2% | -93.3% |
| 10Y | +99.8% | -7.1% | +106.9% | +48.7% |
| All | +28.8% | -37.0% | +65.8% | +22.3% |
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