-76.6%
SEDG vs MKTX
-25.3%
-51.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.6% | -5.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.3% | +0.7% | +7.6% | +8.2% |
| 3M | -40.7% | +40.8% | -81.5% | -43.3% |
| 6M | -3.9% | -8.0% | +4.1% | -1.7% |
| YTD | +20.2% | -8.7% | +28.9% | +22.7% |
| 1Y | +17.6% | -11.8% | +29.4% | +21.0% |
| 3Y | -76.6% | -24.0% | -52.6% | -74.9% |
| All | -76.6% | -25.3% | -51.3% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling