-76.3%
SEDG vs SAN
+343.8%
-420.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +9.3% | -0.1% | +9.4% | +9.2% |
| 3M | -39.1% | +19.6% | -58.7% | -46.4% |
| 6M | +1.8% | +32.7% | -30.9% | -18.5% |
| YTD | +22.0% | +26.7% | -4.6% | +0.6% |
| 1Y | +17.2% | +51.6% | -34.4% | -16.7% |
| All | -76.3% | +343.8% | -420.1% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling