+15.2%
SEDG vs SBAC
+77.7%
-62.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | -13.3% | +0.6% | -13.9% | -13.6% |
| 30D | -21.9% | +5.5% | -27.3% | -24.3% |
| 3M | -25.9% | +3.1% | -29.0% | -27.8% |
| 6M | -44.2% | -7.0% | -37.2% | -43.5% |
| YTD | -17.3% | +0.5% | -17.8% | -22.3% |
| 1Y | -34.5% | +0.2% | -34.7% | -38.3% |
| 3Y | -66.7% | -7.4% | -59.3% | -67.1% |
| 5Y | -93.4% | -39.7% | -53.7% | -91.9% |
| 10Y | +78.7% | +112.5% | -33.9% | +17.1% |
| All | +15.2% | +77.7% | -62.5% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling