-86.9%
SEDG vs SAN
+381.4%
-468.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +9.3% | -0.1% | +9.4% | +9.3% |
| 3M | -39.1% | +19.6% | -58.7% | -44.7% |
| 6M | +1.8% | +32.7% | -30.9% | -13.8% |
| YTD | +22.0% | +26.7% | -4.6% | +6.0% |
| 1Y | +17.2% | +51.6% | -34.4% | -7.9% |
| 3Y | -76.3% | +348.7% | -425.1% | -88.9% |
| All | -86.9% | +381.4% | -468.3% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling