-34.5%
SEDG vs SAN
+12.6%
-47.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -13.3% | +4.0% | -17.3% | -15.0% |
| 30D | -21.9% | -7.8% | -14.0% | -18.1% |
| 3M | -25.9% | -16.4% | -9.5% | -18.1% |
| 6M | -44.2% | +3.5% | -47.8% | -44.0% |
| YTD | -17.3% | +6.7% | -24.0% | -21.0% |
| 1Y | -34.5% | +14.5% | -49.0% | -41.3% |
| All | -34.5% | +12.6% | -47.2% | -41.3% |
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