+0.1%
SEDG vs SARO
-7.4%
+7.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +0.9% | -20.0% | +20.9% | +9.9% |
| 3M | -53.2% | -2.9% | -50.3% | -52.4% |
| 6M | -9.9% | -17.7% | +7.8% | +3.2% |
| YTD | +18.5% | -13.5% | +32.0% | +27.8% |
| 1Y | +0.1% | -9.7% | +9.8% | +4.6% |
| All | +0.1% | -7.4% | +7.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling