+112.2%
SEDG vs SFM
+268.6%
-156.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +8.7% | -8.8% | +17.5% | +9.7% |
| 30D | +10.3% | -14.5% | +24.8% | +12.0% |
| 3M | -32.6% | -16.8% | -15.8% | -31.5% |
| 6M | -3.6% | -5.3% | +1.8% | -4.3% |
| YTD | +27.4% | -9.4% | +36.8% | +27.0% |
| 1Y | +24.9% | -46.2% | +71.1% | +33.1% |
| 3Y | -75.3% | +81.3% | -156.6% | -78.4% |
| 5Y | -86.3% | +211.9% | -298.2% | -89.2% |
| All | +112.2% | +268.6% | -156.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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