-66.7%
SEDG vs SAN
+247.1%
-313.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | -13.3% | +4.0% | -17.3% | -15.7% |
| 30D | -21.9% | -7.8% | -14.0% | -17.6% |
| 3M | -25.9% | -16.4% | -9.5% | -16.4% |
| 6M | -44.2% | +3.5% | -47.8% | -45.6% |
| YTD | -17.3% | +6.7% | -24.0% | -23.0% |
| 1Y | -34.5% | +14.5% | -49.0% | -42.4% |
| 3Y | -66.7% | +243.5% | -310.2% | -87.8% |
| All | -66.7% | +247.1% | -313.8% | -87.8% |
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