+60.3%
SEDG vs SARO
-22.5%
+82.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.3% | -6.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | +8.3% | -12.2% | +20.5% | +11.9% |
| 3M | -40.7% | -7.4% | -33.3% | -39.3% |
| 6M | -3.9% | -15.3% | +11.4% | +0.2% |
| YTD | +20.2% | -16.2% | +36.4% | +26.6% |
| 1Y | +17.6% | -12.1% | +29.7% | +22.4% |
| All | +60.3% | -22.5% | +82.7% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling