+15.2%
SEDG vs SAN
+148.1%
-132.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -13.3% | +4.0% | -17.3% | -14.9% |
| 30D | -21.9% | -7.8% | -14.0% | -19.1% |
| 3M | -25.9% | -16.4% | -9.5% | -19.6% |
| 6M | -44.2% | +3.5% | -47.8% | -45.1% |
| YTD | -17.3% | +6.7% | -24.0% | -20.7% |
| 1Y | -34.5% | +14.5% | -49.0% | -39.3% |
| 3Y | -66.7% | +243.5% | -310.2% | -81.0% |
| 5Y | -93.4% | +296.2% | -389.6% | -96.6% |
| 10Y | +78.7% | +268.5% | -189.9% | -15.2% |
| All | +15.2% | +148.1% | -132.9% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling