+77.5%
SEDG vs MKTX
+119.3%
-41.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +8.7% | -0.2% | +8.9% | +8.8% |
| 30D | +10.3% | +0.8% | +9.5% | +10.0% |
| 3M | -32.6% | +41.1% | -73.8% | -41.2% |
| 6M | -3.6% | -9.5% | +6.0% | -1.9% |
| YTD | +27.4% | -8.7% | +36.1% | +28.3% |
| 1Y | +24.9% | -10.0% | +34.9% | +25.8% |
| 3Y | -75.3% | -24.6% | -50.7% | -74.2% |
| 5Y | -86.3% | -60.3% | -26.0% | -82.1% |
| 10Y | +117.7% | +5.0% | +112.7% | +101.3% |
| All | +77.5% | +119.3% | -41.8% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling