-75.2%
SEDG vs MTB
+113.5%
-188.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.0% |
| 7D | +8.7% | -0.4% | +9.2% | +9.1% |
| 30D | +10.3% | -4.6% | +14.9% | +14.3% |
| 3M | -32.6% | +7.4% | -40.0% | -36.9% |
| 6M | -3.6% | +18.7% | -22.2% | -16.9% |
| YTD | +27.4% | +21.1% | +6.3% | +7.5% |
| 1Y | +24.9% | +24.1% | +0.8% | +3.1% |
| All | -75.2% | +113.5% | -188.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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