+76.0%
SEDG vs SBAC
+75.9%
+0.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.7% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | +14.7% | +3.2% | +11.5% | +12.6% |
| 3M | -43.0% | -5.1% | -38.0% | -41.8% |
| 6M | +9.0% | -2.1% | +11.1% | +5.5% |
| YTD | +26.3% | -0.5% | +26.8% | +20.4% |
| 1Y | +8.9% | +1.1% | +7.8% | +3.1% |
| 3Y | -75.5% | -7.4% | -68.1% | -75.7% |
| 5Y | -86.7% | -44.3% | -42.4% | -82.8% |
| 10Y | +110.6% | +77.6% | +33.0% | +51.9% |
| All | +76.0% | +75.9% | +0.1% | +16.7% |
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