+77.5%
SEDG vs QSR
+172.7%
-95.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.8% |
| 7D | +8.7% | -4.7% | +13.4% | +11.9% |
| 30D | +10.3% | +4.3% | +6.0% | +6.7% |
| 3M | -32.6% | +5.4% | -38.1% | -36.2% |
| 6M | -3.6% | +8.2% | -11.7% | -11.2% |
| YTD | +27.4% | +14.1% | +13.3% | +12.3% |
| 1Y | +24.9% | +28.1% | -3.2% | +1.4% |
| 3Y | -75.3% | +25.3% | -100.6% | -79.3% |
| 5Y | -86.3% | +40.4% | -126.7% | -89.3% |
| 10Y | +117.7% | +132.4% | -14.7% | +22.1% |
| All | +77.5% | +172.7% | -95.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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