+65.2%
SEDG vs SAN
+199.7%
-134.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +8.9% | +1.8% | +7.1% | +8.0% |
| 30D | +0.9% | +2.0% | -1.1% | -0.1% |
| 3M | -53.2% | +19.7% | -73.0% | -56.9% |
| 6M | -9.9% | +30.6% | -40.5% | -21.2% |
| YTD | +18.5% | +28.8% | -10.3% | +4.2% |
| 1Y | +0.1% | +57.8% | -57.6% | -20.0% |
| 3Y | -78.9% | +338.1% | -417.0% | -89.2% |
| 5Y | -88.0% | +384.2% | -472.2% | -94.4% |
| 10Y | +97.5% | +353.1% | -255.7% | -15.0% |
| All | +65.2% | +199.7% | -134.5% | -10.7% |
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 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