+100.2%
SEDG vs SBAC
+87.1%
+13.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.9% | -6.7% |
| 7D | +1.4% | -2.1% | +3.5% | +2.3% |
| 30D | +8.3% | +2.0% | +6.3% | +6.8% |
| 3M | -40.7% | -8.3% | -32.4% | -38.2% |
| 6M | -3.9% | +0.3% | -4.2% | -8.7% |
| YTD | +20.2% | -2.2% | +22.4% | +15.4% |
| 1Y | +17.6% | -4.6% | +22.2% | +14.9% |
| 3Y | -76.6% | -8.3% | -68.3% | -76.7% |
| 5Y | -87.1% | -42.8% | -44.3% | -83.5% |
| All | +100.2% | +87.1% | +13.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling