+24.9%
SEDG vs SAN
+49.3%
-24.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +8.7% | -2.8% | +11.5% | +10.5% |
| 30D | +10.3% | -0.5% | +10.9% | +10.6% |
| 3M | -32.6% | +22.7% | -55.4% | -39.4% |
| 6M | -3.6% | +28.8% | -32.4% | -15.3% |
| YTD | +27.4% | +26.3% | +1.1% | +10.5% |
| 1Y | +24.9% | +48.8% | -23.9% | -4.4% |
| All | +24.9% | +49.3% | -24.4% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling