+100.2%
SEDG vs MKTX
+5.0%
+95.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.6% | -5.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +8.3% | +0.7% | +7.6% | +8.0% |
| 3M | -40.7% | +40.8% | -81.5% | -47.9% |
| 6M | -3.9% | -8.0% | +4.1% | -2.8% |
| YTD | +20.2% | -8.7% | +28.9% | +21.3% |
| 1Y | +17.6% | -11.8% | +29.4% | +19.6% |
| 3Y | -76.6% | -24.0% | -52.6% | -75.6% |
| 5Y | -87.1% | -60.3% | -26.8% | -83.2% |
| All | +100.2% | +5.0% | +95.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling