+100.2%
SEDG vs SAN
+357.1%
-256.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -6.7% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | +8.3% | +0.9% | +7.4% | +7.7% |
| 3M | -40.7% | +19.1% | -59.8% | -45.4% |
| 6M | -3.9% | +33.2% | -37.1% | -17.0% |
| YTD | +20.2% | +29.1% | -8.9% | +5.5% |
| 1Y | +17.6% | +50.2% | -32.6% | -3.9% |
| 3Y | -76.6% | +351.0% | -427.6% | -88.1% |
| 5Y | -87.1% | +394.7% | -481.8% | -93.9% |
| All | +100.2% | +357.1% | -256.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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